+521.9%
BKR vs EMR
+3,919.3%
-3,397.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.3% | -5.4% | -5.9% |
| 7D | -6.7% | -1.2% | -5.4% | -5.9% |
| 30D | -8.3% | -9.4% | +1.1% | -2.8% |
| 3M | -5.4% | +8.6% | -14.0% | -10.9% |
| 6M | +0.8% | +6.7% | -5.9% | -5.1% |
| YTD | +31.8% | +13.1% | +18.8% | +19.0% |
| 1Y | +28.6% | +12.7% | +15.8% | +15.4% |
| 3Y | +71.2% | +58.1% | +13.2% | +22.3% |
| 5Y | +179.2% | +63.6% | +115.6% | +92.9% |
| 10Y | +124.0% | +272.4% | -148.5% | -3.0% |
| All | +521.9% | +3,919.3% | -3,397.4% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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