-36.4%
Z vs BRKR
-11.8%
-24.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | -6.0% | -8.7% | +2.6% | -3.9% |
| 30D | -2.3% | -9.9% | +7.6% | +0.1% |
| 3M | -0.6% | -3.1% | +2.5% | -2.4% |
| 6M | -27.6% | +45.5% | -73.1% | -38.8% |
| YTD | -52.4% | +13.7% | -66.0% | -56.7% |
| 1Y | -63.6% | +67.4% | -131.0% | -71.4% |
| 3Y | -36.4% | -13.2% | -23.2% | -38.7% |
| All | -36.4% | -11.8% | -24.6% | -38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling