+316.3%
BKR vs FFIV
+7,675.2%
-7,358.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.1% | -6.5% |
| 7D | -6.7% | +1.6% | -8.3% | -6.9% |
| 30D | -8.3% | -3.7% | -4.6% | -7.9% |
| 3M | -5.4% | +2.0% | -7.4% | -5.8% |
| 6M | +0.8% | +39.3% | -38.5% | -3.9% |
| YTD | +31.8% | +56.1% | -24.3% | +23.6% |
| 1Y | +28.6% | +22.0% | +6.6% | +24.3% |
| 3Y | +71.2% | +148.2% | -77.0% | +50.2% |
| 5Y | +179.2% | +96.3% | +82.9% | +150.6% |
| 10Y | +124.0% | +237.6% | -113.6% | +88.0% |
| All | +316.3% | +7,675.2% | -7,358.9% | +142.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling