+615.0%
F vs BKR
+571.3%
+43.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +5.3% | +1.7% | +3.6% | +4.8% |
| 30D | +4.6% | +3.3% | +1.2% | +3.6% |
| 3M | -3.7% | -3.6% | -0.1% | -2.9% |
| 6M | +16.8% | +5.0% | +11.8% | +14.2% |
| YTD | +15.3% | +40.9% | -25.7% | +3.7% |
| 1Y | +31.0% | +39.2% | -8.2% | +17.8% |
| 3Y | +45.4% | +83.7% | -38.3% | +19.1% |
| 5Y | +54.7% | +207.5% | -152.9% | +7.6% |
| 10Y | +98.2% | +136.3% | -38.1% | +37.0% |
| All | +615.0% | +571.3% | +43.7% | +240.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling