+196.4%
BKR vs FN
+3,620.5%
-3,424.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.4% | -0.8% |
| 7D | +1.7% | -1.7% | +3.4% | +2.0% |
| 30D | +3.3% | -22.0% | +25.3% | +7.1% |
| 3M | -3.6% | -43.0% | +39.4% | +4.8% |
| 6M | +5.0% | -27.7% | +32.8% | +7.9% |
| YTD | +40.9% | -10.5% | +51.5% | +37.9% |
| 1Y | +39.2% | +12.5% | +26.7% | +29.3% |
| 3Y | +83.7% | +153.8% | -70.1% | +37.8% |
| 5Y | +207.5% | +288.0% | -80.5% | +104.6% |
| 10Y | +136.3% | +906.4% | -770.1% | +28.6% |
| All | +196.4% | +3,620.5% | -3,424.1% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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