+121.4%
BKR vs FE
+114.8%
+6.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.1% | -6.7% | -6.7% |
| 7D | -6.7% | -1.7% | -5.0% | -6.1% |
| 30D | -8.3% | -1.3% | -7.1% | -8.0% |
| 3M | -5.4% | +0.6% | -6.0% | -5.8% |
| 6M | +0.8% | -6.8% | +7.7% | +2.8% |
| YTD | +31.8% | +6.4% | +25.4% | +28.2% |
| 1Y | +28.6% | +11.3% | +17.3% | +22.8% |
| 3Y | +71.2% | +47.1% | +24.2% | +45.1% |
| 5Y | +179.2% | +50.4% | +128.8% | +133.5% |
| All | +121.4% | +114.8% | +6.6% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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