+120.2%
BKR vs FTI
+305.3%
-185.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.1% |
| 7D | -7.0% | -4.4% | -2.6% | -4.6% |
| 30D | -8.1% | +1.5% | -9.6% | -8.9% |
| 3M | -6.6% | +8.2% | -14.8% | -11.1% |
| 6M | +0.9% | +18.8% | -18.0% | -8.8% |
| YTD | +31.1% | +71.7% | -40.6% | -3.1% |
| 1Y | +27.7% | +90.0% | -62.3% | -10.9% |
| 3Y | +71.2% | +270.5% | -199.3% | -18.9% |
| 5Y | +177.6% | +1,084.5% | -906.9% | -34.1% |
| All | +120.2% | +305.3% | -185.1% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling