+120.2%
BKR vs EAT
+374.9%
-254.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.3% |
| 7D | -7.0% | -7.7% | +0.7% | -5.4% |
| 30D | -8.1% | -13.6% | +5.5% | -5.3% |
| 3M | -6.6% | +33.9% | -40.5% | -13.1% |
| 6M | +0.9% | +47.2% | -46.3% | -9.3% |
| YTD | +31.1% | +48.1% | -17.0% | +17.2% |
| 1Y | +27.7% | +33.7% | -6.0% | +15.8% |
| 3Y | +71.2% | +595.8% | -524.6% | -0.3% |
| 5Y | +177.6% | +314.4% | -136.7% | +73.6% |
| All | +120.2% | +374.9% | -254.8% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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