+1,003.0%
BE vs BKR
+123.5%
+879.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.6% | +7.2% | +7.0% |
| 7D | +9.0% | -7.0% | +16.0% | +13.9% |
| 30D | +16.3% | -8.1% | +24.4% | +22.1% |
| 3M | +10.8% | -6.6% | +17.4% | +14.4% |
| 6M | +73.2% | +0.9% | +72.3% | +70.5% |
| YTD | +217.4% | +31.1% | +186.3% | +167.0% |
| 1Y | +309.8% | +27.7% | +282.1% | +247.2% |
| 3Y | +1,726.2% | +71.2% | +1,654.9% | +1,179.1% |
| 5Y | +1,306.2% | +177.6% | +1,128.5% | +597.1% |
| All | +1,003.0% | +123.5% | +879.5% | +327.9% |
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 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