+311.7%
BKR vs QS
-46.4%
+358.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.7% |
| 7D | -7.0% | -3.6% | -3.3% | -6.8% |
| 30D | -8.1% | -17.2% | +9.1% | -7.3% |
| 3M | -6.6% | -27.0% | +20.4% | -5.5% |
| 6M | +0.9% | -24.6% | +25.4% | +1.7% |
| YTD | +31.1% | -49.3% | +80.4% | +34.5% |
| 1Y | +27.7% | -40.3% | +68.0% | +29.0% |
| 3Y | +71.2% | -23.8% | +95.0% | +64.7% |
| 5Y | +177.6% | -75.0% | +252.6% | +171.5% |
| All | +311.7% | -46.4% | +358.1% | +270.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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