+336.8%
BKR vs EOSE
-60.6%
+397.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -7.0% | +1.8% | -8.8% | -7.1% |
| 30D | -8.1% | -6.8% | -1.3% | -8.0% |
| 3M | -6.6% | -36.3% | +29.7% | -5.2% |
| 6M | +0.9% | -38.8% | +39.6% | +1.9% |
| YTD | +31.1% | -65.5% | +96.6% | +34.7% |
| 1Y | +27.7% | -45.3% | +73.0% | +26.9% |
| 3Y | +71.2% | +44.2% | +27.1% | +51.7% |
| 5Y | +177.6% | -69.5% | +247.1% | +144.8% |
| All | +336.8% | -60.6% | +397.4% | +345.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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