+360.7%
BKR vs FDS
+8,778.1%
-8,417.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.5% |
| 7D | -1.5% | -8.8% | +7.3% | +0.8% |
| 30D | -0.7% | -1.4% | +0.7% | -0.6% |
| 3M | +0.5% | +13.9% | -13.4% | -4.2% |
| 6M | +6.6% | +27.4% | -20.8% | -2.8% |
| YTD | +41.3% | -2.5% | +43.7% | +37.6% |
| 1Y | +42.2% | -23.8% | +66.0% | +47.4% |
| 3Y | +83.4% | -32.5% | +115.9% | +95.4% |
| 5Y | +203.6% | -23.2% | +226.8% | +207.3% |
| 10Y | +139.9% | +76.4% | +63.5% | +91.9% |
| All | +360.7% | +8,778.1% | -8,417.3% | +109.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling