+171.6%
BKR vs EME
+575.5%
-403.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -1.9% |
| 7D | -7.0% | +3.5% | -10.5% | -8.0% |
| 30D | -8.1% | -6.3% | -1.8% | -6.4% |
| 3M | -6.6% | -3.8% | -2.9% | -6.4% |
| 6M | +0.9% | +8.5% | -7.7% | -3.4% |
| YTD | +31.1% | +27.8% | +3.3% | +18.0% |
| 1Y | +27.7% | +22.2% | +5.5% | +14.2% |
| 3Y | +71.2% | +253.5% | -182.3% | -3.3% |
| All | +171.6% | +575.5% | -403.9% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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