+143.4%
BKR vs XLC
+141.1%
+2.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | 0.0% |
| 7D | -1.5% | -1.4% | -0.1% | -0.6% |
| 30D | -0.7% | -0.9% | +0.2% | -0.2% |
| 3M | +0.5% | -0.3% | +0.8% | +0.1% |
| 6M | +6.6% | -5.2% | +11.8% | +9.8% |
| YTD | +41.3% | -5.3% | +46.6% | +45.3% |
| 1Y | +42.2% | -2.8% | +45.0% | +43.2% |
| 3Y | +83.4% | +71.2% | +12.2% | +21.2% |
| 5Y | +203.6% | +37.6% | +166.0% | +138.9% |
| All | +143.4% | +141.1% | +2.3% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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