+49.3%
BKR vs FICO
+535.6%
-486.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.2% |
| 7D | -9.1% | +0.9% | -9.9% | -9.3% |
| 30D | -15.3% | +9.4% | -24.8% | -17.8% |
| 3M | -25.1% | -30.4% | +5.3% | -20.5% |
| 6M | -24.6% | -35.1% | +10.5% | -19.9% |
| YTD | +6.5% | -56.8% | +63.3% | +24.8% |
| 1Y | -0.6% | -58.4% | +57.8% | +17.6% |
| 3Y | +48.0% | -26.7% | +74.7% | +36.5% |
| 5Y | +122.0% | +88.0% | +33.9% | +33.5% |
| 10Y | +49.3% | +545.7% | -496.4% | -33.6% |
| All | +49.3% | +535.6% | -486.2% | -33.6% |
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