+120.2%
BKR vs EWT
+523.5%
-403.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.8% |
| 7D | -7.0% | -1.1% | -5.9% | -6.2% |
| 30D | -8.1% | +4.5% | -12.6% | -10.8% |
| 3M | -6.6% | +8.3% | -14.9% | -12.7% |
| 6M | +0.9% | +54.2% | -53.4% | -27.6% |
| YTD | +31.1% | +74.6% | -43.5% | -14.3% |
| 1Y | +27.7% | +84.9% | -57.2% | -20.2% |
| 3Y | +71.2% | +197.5% | -126.3% | -28.9% |
| 5Y | +177.6% | +150.6% | +27.0% | +30.7% |
| All | +120.2% | +523.5% | -403.4% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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