+506.0%
XYZ vs BRKR
+148.4%
+357.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -4.3% | -8.7% | +4.4% | +0.2% |
| 30D | +1.2% | -9.9% | +11.0% | +6.5% |
| 3M | +14.6% | -3.1% | +17.7% | +11.7% |
| 6M | +22.6% | +45.5% | -22.9% | -7.9% |
| YTD | +21.7% | +13.7% | +8.0% | +4.5% |
| 1Y | +6.7% | +67.4% | -60.7% | -28.7% |
| 3Y | +46.8% | -13.2% | +60.1% | +28.3% |
| 5Y | -68.0% | -39.5% | -28.6% | -64.0% |
| 10Y | +602.8% | +153.5% | +449.4% | +281.0% |
| All | +506.0% | +148.4% | +357.6% | +239.8% |
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