+113.8%
BKR vs ESI
+222.6%
-108.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | 0.0% |
| 7D | -1.5% | +3.9% | -5.5% | -2.9% |
| 30D | -0.7% | -3.8% | +3.1% | +0.5% |
| 3M | +0.5% | -13.1% | +13.6% | +4.3% |
| 6M | +6.6% | +11.3% | -4.7% | +0.2% |
| YTD | +41.3% | +44.1% | -2.8% | +20.2% |
| 1Y | +42.2% | +40.3% | +1.9% | +21.5% |
| 3Y | +83.4% | +84.1% | -0.6% | +39.1% |
| 5Y | +203.6% | +75.8% | +127.8% | +126.9% |
| 10Y | +139.9% | +320.7% | -180.8% | +26.8% |
| All | +113.8% | +222.6% | -108.7% | +29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling