+120.2%
BKR vs EFX
+42.6%
+77.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.7% |
| 7D | -7.0% | -4.5% | -2.4% | -5.8% |
| 30D | -8.1% | -6.1% | -2.0% | -6.7% |
| 3M | -6.6% | +6.2% | -12.8% | -9.6% |
| 6M | +0.9% | -11.2% | +12.1% | +2.5% |
| YTD | +31.1% | -21.4% | +52.5% | +37.5% |
| 1Y | +27.7% | -34.3% | +62.0% | +42.0% |
| 3Y | +71.2% | -12.5% | +83.7% | +65.5% |
| 5Y | +177.6% | -35.6% | +213.2% | +194.2% |
| All | +120.2% | +42.6% | +77.6% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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