+192.4%
BKR vs EXE
+182.2%
+10.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.3% |
| 7D | -7.0% | -3.1% | -3.8% | -5.7% |
| 30D | -8.1% | -0.9% | -7.2% | -7.8% |
| 3M | -6.6% | +9.6% | -16.2% | -10.6% |
| 6M | +0.9% | -11.6% | +12.5% | +5.9% |
| YTD | +31.1% | -12.6% | +43.7% | +37.1% |
| 1Y | +27.7% | +1.2% | +26.5% | +23.9% |
| 3Y | +71.2% | +18.0% | +53.2% | +51.9% |
| 5Y | +177.6% | +101.1% | +76.5% | +84.0% |
| All | +192.4% | +182.2% | +10.2% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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