+161.3%
W vs BRKR
+200.2%
-38.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.4% | +1.3% |
| 7D | -0.9% | -8.7% | +7.8% | +3.7% |
| 30D | -4.2% | -9.9% | +5.6% | +0.6% |
| 3M | +26.9% | -3.1% | +30.0% | +20.3% |
| 6M | +31.2% | +45.5% | -14.3% | -5.4% |
| YTD | -1.8% | +13.7% | -15.5% | -18.9% |
| 1Y | +9.3% | +67.4% | -58.1% | -30.3% |
| 3Y | +33.2% | -13.2% | +46.4% | +21.2% |
| 5Y | -62.4% | -39.5% | -22.9% | -57.9% |
| 10Y | +158.2% | +153.5% | +4.7% | +52.1% |
| All | +161.3% | +200.2% | -38.9% | +48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling