+215.7%
BKR vs FICO
+102.0%
+113.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.6% |
| 7D | +0.4% | -15.4% | +15.8% | +2.0% |
| 30D | +3.9% | -10.4% | +14.2% | +4.7% |
| 3M | -1.1% | -22.7% | +21.6% | +0.8% |
| 6M | +7.6% | -36.8% | +44.4% | +12.2% |
| YTD | +41.9% | -44.8% | +86.7% | +50.7% |
| 1Y | +42.2% | -39.3% | +81.6% | +47.9% |
| 3Y | +84.3% | +3.7% | +80.5% | +74.5% |
| 5Y | +215.7% | +101.7% | +114.0% | +165.0% |
| All | +215.7% | +102.0% | +113.7% | +165.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling