+72.2%
BKR vs EXE
+18.1%
+54.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.3% | -6.9% | -6.8% |
| 7D | -6.7% | -2.2% | -4.5% | -5.9% |
| 30D | -8.3% | -0.8% | -7.5% | -8.1% |
| 3M | -5.4% | +10.0% | -15.4% | -9.0% |
| 6M | +0.8% | -6.3% | +7.1% | +2.9% |
| YTD | +31.8% | -10.7% | +42.5% | +36.3% |
| 1Y | +28.6% | +2.7% | +25.9% | +23.7% |
| All | +72.2% | +18.1% | +54.1% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling