+564.8%
BKR vs FICO
+104,095.6%
-103,530.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -16.7% | +16.5% | +2.8% |
| 7D | +1.7% | -19.2% | +20.9% | +5.4% |
| 30D | +3.3% | -14.6% | +17.9% | +5.8% |
| 3M | -3.6% | -20.1% | +16.5% | -0.9% |
| 6M | +5.0% | -36.3% | +41.4% | +11.3% |
| YTD | +40.9% | -44.9% | +85.8% | +52.8% |
| 1Y | +39.2% | -38.6% | +77.9% | +46.8% |
| 3Y | +83.7% | +4.0% | +79.8% | +71.5% |
| 5Y | +207.5% | +99.5% | +108.0% | +146.9% |
| 10Y | +136.3% | +604.7% | -468.3% | +50.1% |
| All | +564.8% | +104,095.6% | -103,530.7% | +181.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling