+12.2%
BKR vs FPS
+19.2%
-7.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.6% | +0.1% |
| 7D | -1.5% | +5.3% | -6.9% | -2.3% |
| 30D | -0.7% | -17.6% | +16.9% | +1.9% |
| 3M | +0.5% | -45.8% | +46.3% | +9.1% |
| 6M | +6.6% | -10.1% | +16.8% | +4.1% |
| All | +12.2% | +19.2% | -7.0% | +6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling