+121.4%
BKR vs EXC
+159.4%
-37.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -6.0% | -6.4% |
| 7D | -6.7% | -1.6% | -5.0% | -6.0% |
| 30D | -8.3% | -2.4% | -6.0% | -7.4% |
| 3M | -5.4% | -4.0% | -1.4% | -4.1% |
| 6M | +0.8% | -9.8% | +10.6% | +4.6% |
| YTD | +31.8% | +2.3% | +29.5% | +28.8% |
| 1Y | +28.6% | +3.8% | +24.7% | +24.2% |
| 3Y | +71.2% | +19.7% | +51.5% | +50.2% |
| 5Y | +179.2% | +45.6% | +133.6% | +115.3% |
| All | +121.4% | +159.4% | -37.9% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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