+173.2%
BKR vs ED
+68.4%
+104.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -6.0% | -6.6% |
| 7D | -6.7% | -1.9% | -4.8% | -6.5% |
| 30D | -8.3% | +0.1% | -8.4% | -8.4% |
| 3M | -5.4% | 0.0% | -5.4% | -5.5% |
| 6M | +0.8% | -2.5% | +3.3% | +0.9% |
| YTD | +31.8% | +10.1% | +21.7% | +29.4% |
| 1Y | +28.6% | +13.6% | +15.0% | +25.4% |
| 3Y | +71.2% | +32.4% | +38.8% | +56.6% |
| All | +173.2% | +68.4% | +104.8% | +148.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 5y: compounded portfolio wealth divided by compounded ED 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…
5y analysis · Full analysis span regression · 6 months rolling