+120.2%
BKR vs FIX
+6,344.9%
-6,224.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.3% | -6.9% | -2.6% |
| 7D | -7.0% | +5.0% | -12.0% | -8.5% |
| 30D | -8.1% | -2.7% | -5.4% | -7.7% |
| 3M | -6.6% | -8.2% | +1.6% | -5.7% |
| 6M | +0.9% | +20.3% | -19.4% | -7.9% |
| YTD | +31.1% | +81.4% | -50.3% | +3.0% |
| 1Y | +27.7% | +121.5% | -93.8% | -8.5% |
| 3Y | +71.2% | +807.4% | -736.2% | -35.8% |
| 5Y | +177.6% | +2,306.7% | -2,129.1% | -34.4% |
| All | +120.2% | +6,344.9% | -6,224.8% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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