+278.4%
TER vs BKR
+69.4%
+208.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.7% | +3.1% | +0.2% |
| 7D | +9.4% | -6.7% | +16.0% | +13.6% |
| 30D | -2.4% | -8.3% | +5.9% | +2.3% |
| 3M | +6.5% | -5.4% | +11.9% | +9.4% |
| 6M | +23.2% | +0.8% | +22.4% | +22.6% |
| YTD | +91.5% | +31.8% | +59.6% | +66.9% |
| 1Y | +214.8% | +28.6% | +186.2% | +177.2% |
| All | +278.4% | +69.4% | +208.9% | +179.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling