-63.2%
W vs BRKR
-39.7%
-23.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.4% | +1.3% |
| 7D | -0.9% | -8.7% | +7.8% | +3.8% |
| 30D | -4.2% | -9.9% | +5.6% | +0.6% |
| 3M | +26.9% | -3.1% | +30.0% | +19.1% |
| 6M | +31.2% | +45.5% | -14.3% | -9.9% |
| YTD | -1.8% | +13.7% | -15.5% | -21.1% |
| 1Y | +9.3% | +67.4% | -58.1% | -35.6% |
| 3Y | +33.2% | -13.2% | +46.4% | +16.0% |
| All | -63.2% | -39.7% | -23.5% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BRKR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling