+112.5%
NET vs BKR
+209.0%
-96.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | -7.0% | +1.7% | -8.7% | -7.6% |
| 30D | -4.8% | +3.3% | -8.1% | -6.0% |
| 3M | +3.8% | -3.6% | +7.4% | +4.8% |
| 6M | +50.0% | +5.0% | +45.0% | +45.9% |
| YTD | +41.5% | +40.9% | +0.5% | +22.9% |
| 1Y | +32.8% | +39.2% | -6.4% | +15.5% |
| 3Y | +335.9% | +83.7% | +252.1% | +239.2% |
| All | +112.5% | +209.0% | -96.5% | +53.6% |
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