+28.4%
BKR vs FFIV
+22.0%
+6.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.1% | -6.4% |
| 7D | -6.7% | +1.6% | -8.3% | -6.9% |
| 30D | -8.3% | -3.7% | -4.6% | -7.8% |
| 3M | -5.4% | +2.0% | -7.4% | -5.9% |
| 6M | +0.8% | +39.3% | -38.5% | -3.4% |
| YTD | +31.8% | +56.1% | -24.3% | +23.9% |
| All | +28.4% | +22.0% | +6.5% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling