+564.8%
BKR vs ES
+1,243.3%
-678.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | +1.7% | +0.3% | +1.5% | +1.6% |
| 30D | +3.3% | -2.0% | +5.3% | +4.0% |
| 3M | -3.6% | +1.7% | -5.3% | -4.6% |
| 6M | +5.0% | -3.5% | +8.6% | +5.7% |
| YTD | +40.9% | +7.9% | +33.0% | +36.0% |
| 1Y | +39.2% | +17.2% | +22.1% | +29.4% |
| 3Y | +83.7% | +29.3% | +54.4% | +60.7% |
| 5Y | +207.5% | -5.7% | +213.3% | +199.4% |
| 10Y | +136.3% | +85.2% | +51.1% | +72.6% |
| All | +564.8% | +1,243.3% | -678.5% | +162.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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