+71.2%
BKR vs FLEX
+481.3%
-410.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.2% | -7.8% | -1.9% |
| 7D | -7.0% | +5.7% | -12.7% | -7.9% |
| 30D | -8.1% | -7.0% | -1.1% | -7.1% |
| 3M | -6.6% | -23.8% | +17.2% | -2.8% |
| 6M | +0.9% | +82.6% | -81.8% | -16.6% |
| YTD | +31.1% | +91.6% | -60.5% | +6.0% |
| 1Y | +27.7% | +100.6% | -72.8% | +0.7% |
| 3Y | +71.2% | +479.8% | -408.6% | -1.7% |
| All | +71.2% | +481.3% | -410.1% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 3y: compounded portfolio wealth divided by compounded FLEX 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…
3y analysis · Full analysis span regression · 6 months rolling