+130.9%
BKR vs USB
+106.9%
+24.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.5% |
| 7D | +0.4% | +2.1% | -1.7% | -0.9% |
| 30D | +3.9% | -2.3% | +6.1% | +5.2% |
| 3M | -1.1% | +13.9% | -14.9% | -9.5% |
| 6M | +7.6% | +21.6% | -14.0% | -6.0% |
| YTD | +41.9% | +19.3% | +22.5% | +24.7% |
| 1Y | +42.2% | +33.6% | +8.7% | +15.9% |
| 3Y | +84.3% | +97.7% | -13.5% | +11.2% |
| 5Y | +215.7% | +40.4% | +175.2% | +129.0% |
| 10Y | +130.9% | +105.9% | +25.0% | +24.2% |
| All | +130.9% | +106.9% | +24.0% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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