+110.9%
BKR vs FICO
+76.6%
+34.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.7% |
| 7D | -13.3% | -0.9% | -12.4% | -13.3% |
| 30D | -13.6% | +3.3% | -16.9% | -14.2% |
| 3M | -23.4% | -31.7% | +8.3% | -21.4% |
| 6M | -27.9% | -34.0% | +6.0% | -26.4% |
| YTD | +6.3% | -58.3% | +64.6% | +15.0% |
| 1Y | +2.3% | -57.9% | +60.3% | +10.4% |
| 3Y | +45.1% | -24.1% | +69.2% | +41.2% |
| All | +110.9% | +76.6% | +34.2% | +75.0% |
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