+86.4%
F vs BKR
+125.3%
-38.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | -4.4% | -7.0% | +2.5% | -2.0% |
| 30D | +1.0% | -8.1% | +9.1% | +4.1% |
| 3M | -4.0% | -6.6% | +2.6% | -2.0% |
| 6M | +18.1% | +0.9% | +17.2% | +15.8% |
| YTD | +10.2% | +31.1% | -20.9% | -2.8% |
| 1Y | +24.3% | +27.7% | -3.4% | +10.1% |
| 3Y | +38.1% | +71.2% | -33.2% | +5.6% |
| 5Y | +50.2% | +177.6% | -127.4% | -9.8% |
| All | +86.4% | +125.3% | -38.9% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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