+173.2%
BKR vs EL
-69.2%
+242.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.3% | -4.3% | -6.4% |
| 7D | -6.7% | -4.4% | -2.3% | -6.1% |
| 30D | -8.3% | +10.3% | -18.6% | -9.7% |
| 3M | -5.4% | +13.4% | -18.8% | -7.3% |
| 6M | +0.8% | +3.1% | -2.3% | -0.3% |
| YTD | +31.8% | -6.9% | +38.8% | +31.9% |
| 1Y | +28.6% | +11.9% | +16.7% | +24.7% |
| 3Y | +71.2% | -33.8% | +105.0% | +72.2% |
| All | +173.2% | -69.2% | +242.4% | +210.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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