+120.2%
BKR vs USFR
+28.1%
+92.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -7.0% | +0.1% | -7.1% | -7.2% |
| 30D | -8.1% | +0.4% | -8.5% | -8.6% |
| 3M | -6.6% | +1.0% | -7.7% | -7.9% |
| 6M | +0.9% | +2.0% | -1.1% | -1.8% |
| YTD | +31.1% | +2.8% | +28.3% | +26.4% |
| 1Y | +27.7% | +4.1% | +23.6% | +21.0% |
| 3Y | +71.2% | +14.1% | +57.1% | +44.1% |
| 5Y | +177.6% | +20.6% | +157.1% | +116.0% |
| All | +120.2% | +28.1% | +92.0% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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