+71.1%
BA vs BKR
+126.6%
-55.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.7% | +5.9% | +2.1% |
| 7D | -2.7% | -6.7% | +4.0% | +0.2% |
| 30D | -12.2% | -8.3% | -3.8% | -8.9% |
| 3M | -2.0% | -5.4% | +3.4% | -0.4% |
| 6M | -6.0% | +0.8% | -6.8% | -8.1% |
| YTD | -5.7% | +31.8% | -37.5% | -19.2% |
| 1Y | -10.0% | +28.6% | -38.6% | -22.6% |
| 3Y | -3.1% | +71.2% | -74.3% | -29.7% |
| 5Y | -2.6% | +179.2% | -181.8% | -49.4% |
| All | +71.1% | +126.6% | -55.5% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 10y: compounded portfolio wealth divided by compounded BKR 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…
10y analysis · Full analysis span regression · 6 months rolling