+120.2%
BKR vs EFV
+169.9%
-49.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.9% |
| 7D | -7.0% | -0.8% | -6.2% | -6.1% |
| 30D | -8.1% | +0.6% | -8.8% | -8.9% |
| 3M | -6.6% | +7.5% | -14.2% | -14.8% |
| 6M | +0.9% | +13.0% | -12.2% | -14.0% |
| YTD | +31.1% | +18.3% | +12.8% | +5.5% |
| 1Y | +27.7% | +26.7% | +1.0% | -5.8% |
| 3Y | +71.2% | +89.6% | -18.4% | -25.1% |
| 5Y | +177.6% | +98.2% | +79.4% | +13.5% |
| All | +120.2% | +169.9% | -49.7% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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