+28.4%
BKR vs ECL
+2.0%
+26.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.4% | -6.7% |
| 7D | -6.7% | -2.6% | -4.0% | -6.7% |
| 30D | -8.3% | -4.6% | -3.8% | -8.4% |
| 3M | -5.4% | +6.0% | -11.4% | -6.1% |
| 6M | +0.8% | -3.0% | +3.8% | +1.5% |
| YTD | +31.8% | +4.0% | +27.8% | +32.7% |
| All | +28.4% | +2.0% | +26.5% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling