-13.7%
BKR vs XE
-50.4%
+36.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.7% | +5.2% | -0.3% |
| 7D | -7.0% | -15.7% | +8.7% | -6.2% |
| 30D | -8.1% | -26.6% | +18.5% | -7.0% |
| 3M | -6.6% | -20.3% | +13.7% | -6.6% |
| All | -13.7% | -50.4% | +36.7% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 3y: compounded portfolio wealth divided by compounded XE 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…
3y analysis · Full analysis span regression · Available span rolling