+215.1%
BKR vs EXE
+187.5%
+27.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.3% |
| 7D | -1.5% | -2.7% | +1.2% | -0.3% |
| 30D | -0.7% | -0.4% | -0.3% | -0.6% |
| 3M | +0.5% | +9.5% | -9.0% | -3.7% |
| 6M | +6.6% | -9.3% | +16.0% | +10.7% |
| YTD | +41.3% | -10.9% | +52.2% | +46.5% |
| 1Y | +42.2% | +4.3% | +37.9% | +36.1% |
| 3Y | +83.4% | +18.8% | +64.6% | +62.4% |
| 5Y | +203.6% | +101.4% | +102.2% | +101.6% |
| All | +215.1% | +187.5% | +27.6% | +69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling