+15.9%
Z vs BRKR
+169.3%
-153.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.8% | +6.1% | +2.2% |
| 7D | -7.1% | -7.8% | +0.7% | -3.9% |
| 30D | -4.8% | -3.4% | -1.4% | -3.9% |
| 3M | -9.3% | -4.8% | -4.5% | -10.9% |
| 6M | -29.0% | +46.7% | -75.6% | -44.4% |
| YTD | -52.9% | +15.8% | -68.7% | -59.4% |
| 1Y | -63.1% | +75.4% | -138.6% | -74.5% |
| 3Y | -36.9% | -10.3% | -26.6% | -43.0% |
| 5Y | -65.5% | -38.8% | -26.7% | -63.0% |
| 10Y | -3.9% | +158.2% | -162.1% | -48.8% |
| All | +15.9% | +169.3% | -153.4% | -42.3% |
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