+4.7%
BKR vs FPS
+12.3%
-7.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -5.8% | -0.9% | -5.8% |
| 7D | -6.7% | -4.6% | -2.1% | -6.0% |
| 30D | -8.3% | -22.6% | +14.2% | -5.1% |
| 3M | -5.4% | -45.1% | +39.7% | +2.4% |
| 6M | +0.8% | -17.8% | +18.6% | -0.3% |
| All | +4.7% | +12.3% | -7.6% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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