+55.5%
BKR vs FICO
+527.0%
-471.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | +3.8% | +2.2% | +1.6% | +3.2% |
| 30D | -10.3% | +0.1% | -10.4% | -10.8% |
| 3M | -21.7% | -35.2% | +13.5% | -15.3% |
| 6M | -23.8% | -32.4% | +8.6% | -20.0% |
| YTD | +10.3% | -57.4% | +67.7% | +29.6% |
| 1Y | +5.7% | -58.5% | +64.2% | +25.0% |
| 3Y | +52.6% | -28.9% | +81.5% | +41.9% |
| 5Y | +127.1% | +91.7% | +35.4% | +34.8% |
| All | +55.5% | +527.0% | -471.5% | -30.4% |
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