+296.3%
BKR vs FLR
+571.1%
-274.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.3% | -4.3% | -5.8% |
| 7D | -6.7% | -6.9% | +0.2% | -4.1% |
| 30D | -8.3% | +1.1% | -9.5% | -8.9% |
| 3M | -5.4% | +14.3% | -19.7% | -11.9% |
| 6M | +0.8% | +19.1% | -18.3% | -8.7% |
| YTD | +31.8% | +35.1% | -3.3% | +13.1% |
| 1Y | +28.6% | +29.5% | -0.9% | +10.9% |
| 3Y | +71.2% | +53.0% | +18.2% | +28.2% |
| 5Y | +179.2% | +238.9% | -59.7% | +46.3% |
| 10Y | +124.0% | +17.4% | +106.6% | +36.3% |
| All | +296.3% | +571.1% | -274.8% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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