+116.7%
BKR vs EFV
+252.1%
-135.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.3% | -6.4% | -6.3% |
| 7D | -6.7% | -2.0% | -4.7% | -4.5% |
| 30D | -8.3% | -0.2% | -8.2% | -8.2% |
| 3M | -5.4% | +9.1% | -14.5% | -14.4% |
| 6M | +0.8% | +11.7% | -10.9% | -11.5% |
| YTD | +31.8% | +17.0% | +14.8% | +9.8% |
| 1Y | +28.6% | +26.7% | +1.9% | -2.2% |
| 3Y | +71.2% | +90.2% | -18.9% | -17.9% |
| 5Y | +179.2% | +96.1% | +83.1% | +28.9% |
| 10Y | +124.0% | +164.5% | -40.6% | -20.9% |
| All | +116.7% | +252.1% | -135.5% | -48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling