+199.8%
TER vs BKR
+42.5%
+157.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.7% | +5.6% |
| 7D | +0.6% | +1.7% | -1.2% | -0.7% |
| 30D | -8.3% | +3.3% | -11.7% | -10.7% |
| 3M | -12.2% | -3.6% | -8.7% | -9.8% |
| 6M | +17.0% | +5.0% | +12.0% | +13.3% |
| YTD | +84.6% | +40.9% | +43.7% | +50.2% |
| 1Y | +199.8% | +39.2% | +160.6% | +149.9% |
| All | +199.8% | +42.5% | +157.3% | +149.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling