+121.4%
BKR vs ECL
+155.8%
-34.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.4% | -6.5% |
| 7D | -6.7% | -2.6% | -4.0% | -5.3% |
| 30D | -8.3% | -4.6% | -3.8% | -6.1% |
| 3M | -5.4% | +6.0% | -11.4% | -9.0% |
| 6M | +0.8% | -3.0% | +3.8% | +1.1% |
| YTD | +31.8% | +4.0% | +27.8% | +27.1% |
| 1Y | +28.6% | +2.0% | +26.6% | +24.5% |
| 3Y | +71.2% | +53.9% | +17.3% | +26.5% |
| 5Y | +179.2% | +27.1% | +152.1% | +126.7% |
| All | +121.4% | +155.8% | -34.3% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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