+241.4%
BKR vs FTI
+2,044.3%
-1,802.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.9% | -3.8% | -4.9% |
| 7D | -6.7% | -5.6% | -1.0% | -3.3% |
| 30D | -8.3% | +0.4% | -8.8% | -8.6% |
| 3M | -5.4% | +8.1% | -13.5% | -10.4% |
| 6M | +0.8% | +16.7% | -15.9% | -8.9% |
| YTD | +31.8% | +70.0% | -38.1% | -5.3% |
| 1Y | +28.6% | +85.4% | -56.9% | -12.7% |
| 3Y | +71.2% | +265.9% | -194.7% | -25.6% |
| 5Y | +179.2% | +1,072.7% | -893.5% | -45.1% |
| 10Y | +124.0% | +298.9% | -175.0% | -31.1% |
| All | +241.4% | +2,044.3% | -1,802.9% | -69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling