+43.7%
F vs BKR
+214.0%
-170.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.8% |
| 7D | -4.9% | -1.5% | -3.3% | -4.4% |
| 30D | -2.9% | -0.7% | -2.2% | -2.7% |
| 3M | -9.1% | +0.5% | -9.6% | -9.4% |
| 6M | +12.9% | +6.6% | +6.3% | +9.2% |
| YTD | +6.1% | +41.3% | -35.2% | -7.2% |
| 1Y | +22.5% | +42.2% | -19.7% | +6.3% |
| 3Y | +32.1% | +83.4% | -51.4% | +1.5% |
| 5Y | +43.7% | +203.6% | -159.9% | -18.1% |
| All | +43.7% | +214.0% | -170.3% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling