+43.2%
TER vs BKR
+5.7%
+37.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -5.5% | -1.3% | -2.7% |
| 7D | -19.9% | -8.8% | -11.1% | -14.2% |
| 30D | -43.5% | -13.1% | -30.4% | -37.3% |
| 3M | -37.8% | -18.9% | -18.9% | -27.7% |
| 6M | -25.6% | -27.2% | +1.7% | -6.3% |
| YTD | +29.8% | +10.7% | +19.1% | +30.8% |
| 1Y | +43.2% | +9.7% | +33.5% | +41.4% |
| All | +43.2% | +5.7% | +37.5% | +41.4% |
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