+518.3%
BKR vs NTRS
+7,800.3%
-7,282.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -1.0% |
| 7D | -7.0% | +1.4% | -8.4% | -7.6% |
| 30D | -8.1% | -0.7% | -7.5% | -8.0% |
| 3M | -6.6% | +11.3% | -17.9% | -11.1% |
| 6M | +0.9% | +35.5% | -34.7% | -12.0% |
| YTD | +31.1% | +40.6% | -9.5% | +12.2% |
| 1Y | +27.7% | +49.2% | -21.5% | +6.2% |
| 3Y | +71.2% | +167.2% | -96.0% | +8.8% |
| 5Y | +177.6% | +94.9% | +82.7% | +95.8% |
| 10Y | +122.7% | +259.5% | -136.8% | +23.3% |
| All | +518.3% | +7,800.3% | -7,282.0% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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