+14,784.7%
TER vs BKR
+575.7%
+14,209.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.0% |
| 7D | +11.0% | +0.4% | +10.5% | +10.8% |
| 30D | -1.9% | +3.9% | -5.7% | -3.2% |
| 3M | -0.7% | -1.1% | +0.4% | -0.5% |
| 6M | +36.4% | +7.6% | +28.7% | +33.3% |
| YTD | +92.4% | +41.9% | +50.6% | +72.5% |
| 1Y | +213.5% | +42.2% | +171.3% | +180.7% |
| 3Y | +277.2% | +84.3% | +193.0% | +207.8% |
| 5Y | +219.1% | +215.7% | +3.4% | +113.2% |
| 10Y | +1,744.2% | +130.9% | +1,613.4% | +1,127.1% |
| All | +14,784.7% | +575.7% | +14,209.0% | +6,590.5% |
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