+73.1%
BAC vs BKR
+172.8%
-99.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | 0.0% | -7.0% | +7.0% | +2.0% |
| 30D | -2.8% | -8.1% | +5.3% | -0.6% |
| 3M | +14.2% | -6.6% | +20.9% | +16.0% |
| 6M | +30.5% | +0.9% | +29.7% | +28.8% |
| YTD | +15.8% | +31.1% | -15.3% | +4.9% |
| 1Y | +26.2% | +27.7% | -1.5% | +14.7% |
| 3Y | +136.5% | +71.2% | +65.3% | +94.1% |
| All | +73.1% | +172.8% | -99.8% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling