+114.1%
BKR vs USB
+21.6%
+92.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.8% |
| 7D | -13.3% | 0.0% | -13.3% | -13.4% |
| 30D | -13.6% | +5.8% | -19.4% | -15.7% |
| 3M | -23.4% | -6.0% | -17.5% | -21.7% |
| 6M | -27.9% | +7.8% | -35.7% | -30.7% |
| YTD | +6.3% | +14.6% | -8.3% | -1.0% |
| 1Y | +2.3% | +31.8% | -29.5% | -10.4% |
| 3Y | +45.1% | +91.5% | -46.4% | +8.0% |
| All | +114.1% | +21.6% | +92.5% | +83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling