+391.9%
BAC vs BKR
+126.6%
+265.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.7% | +6.5% | +2.5% |
| 7D | -0.3% | -6.7% | +6.4% | +2.4% |
| 30D | -1.8% | -8.3% | +6.6% | +1.5% |
| 3M | +15.3% | -5.4% | +20.7% | +17.1% |
| 6M | +30.2% | +0.8% | +29.4% | +27.6% |
| YTD | +15.6% | +31.8% | -16.3% | +0.8% |
| 1Y | +27.5% | +28.6% | -1.1% | +11.6% |
| 3Y | +137.0% | +71.2% | +65.8% | +79.7% |
| 5Y | +75.6% | +179.2% | -103.7% | +0.6% |
| All | +391.9% | +126.6% | +265.3% | +135.2% |
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