+84.5%
BKR vs FGI
-1.2%
+85.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.5% |
| 7D | -1.5% | +14.7% | -16.2% | -1.6% |
| 30D | -0.7% | +67.0% | -67.6% | -1.4% |
| 3M | +0.5% | +31.0% | -30.5% | 0.0% |
| 6M | +6.6% | +126.8% | -120.2% | +4.9% |
| YTD | +41.3% | +35.6% | +5.6% | +39.8% |
| 1Y | +42.2% | +108.9% | -66.7% | +38.7% |
| All | +84.5% | -1.2% | +85.7% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3y: compounded portfolio wealth divided by compounded FGI 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…
3y analysis · Full analysis span regression · 6 months rolling