+173.2%
BKR vs ESI
+67.0%
+106.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.5% | -2.2% | -5.2% |
| 7D | -6.7% | -2.3% | -4.3% | -5.9% |
| 30D | -8.3% | -9.0% | +0.7% | -5.6% |
| 3M | -5.4% | -13.3% | +7.9% | -2.1% |
| 6M | +0.8% | +5.3% | -4.5% | -3.5% |
| YTD | +31.8% | +37.6% | -5.8% | +14.0% |
| 1Y | +28.6% | +33.6% | -5.0% | +11.8% |
| 3Y | +71.2% | +75.8% | -4.5% | +32.3% |
| All | +173.2% | +67.0% | +106.2% | +98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling