+139.9%
BKR vs FICO
+647.8%
-507.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.3% | -5.8% | -1.8% |
| 7D | -1.5% | -10.6% | +9.0% | +0.7% |
| 30D | -0.7% | -6.3% | +5.7% | +0.1% |
| 3M | +0.5% | -19.7% | +20.3% | +4.0% |
| 6M | +6.6% | -31.8% | +38.4% | +13.7% |
| YTD | +41.3% | -41.8% | +83.1% | +57.0% |
| 1Y | +42.2% | -36.4% | +78.6% | +51.7% |
| 3Y | +83.4% | +9.3% | +74.2% | +54.6% |
| 5Y | +203.6% | +113.0% | +90.6% | +88.8% |
| 10Y | +139.9% | +665.4% | -525.5% | +2.3% |
| All | +139.9% | +647.8% | -507.9% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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