+173.2%
BKR vs FDS
-28.1%
+201.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -5.8% | -0.8% | -6.0% |
| 7D | -6.7% | -16.0% | +9.3% | -4.9% |
| 30D | -8.3% | -6.7% | -1.6% | -7.7% |
| 3M | -5.4% | +6.0% | -11.4% | -6.4% |
| 6M | +0.8% | +25.1% | -24.3% | -3.8% |
| YTD | +31.8% | -8.1% | +40.0% | +33.9% |
| 1Y | +28.6% | -26.0% | +54.6% | +37.8% |
| 3Y | +71.2% | -36.4% | +107.6% | +90.3% |
| All | +173.2% | -28.1% | +201.3% | +190.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 5y: compounded portfolio wealth divided by compounded FDS 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…
5y analysis · Full analysis span regression · 6 months rolling