+566.3%
BKR vs ECL
+12,677.8%
-12,111.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.6% |
| 7D | -1.5% | -2.7% | +1.2% | -0.1% |
| 30D | -0.7% | -4.3% | +3.6% | +1.5% |
| 3M | +0.5% | +3.2% | -2.7% | -1.8% |
| 6M | +6.6% | -2.9% | +9.5% | +6.9% |
| YTD | +41.3% | +4.3% | +37.0% | +36.3% |
| 1Y | +42.2% | +1.6% | +40.6% | +38.3% |
| 3Y | +83.4% | +54.3% | +29.2% | +40.4% |
| 5Y | +203.6% | +26.5% | +177.1% | +147.2% |
| 10Y | +139.9% | +155.6% | -15.6% | +36.5% |
| All | +566.3% | +12,677.8% | -12,111.5% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling