+120.2%
BKR vs ESI
+312.8%
-192.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -7.0% | -4.6% | -2.4% | -5.1% |
| 30D | -8.1% | -10.5% | +2.4% | -4.0% |
| 3M | -6.6% | -19.8% | +13.2% | +1.0% |
| 6M | +0.9% | +5.8% | -4.9% | -4.5% |
| YTD | +31.1% | +38.3% | -7.2% | +9.8% |
| 1Y | +27.7% | +31.5% | -3.8% | +8.6% |
| 3Y | +71.2% | +80.7% | -9.5% | +22.8% |
| 5Y | +177.6% | +69.4% | +108.2% | +96.0% |
| All | +120.2% | +312.8% | -192.6% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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