+119.5%
BKR vs XYZ
+606.0%
-486.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.2% | -6.6% |
| 7D | -6.7% | -5.2% | -1.5% | -5.9% |
| 30D | -8.3% | 0.0% | -8.3% | -8.5% |
| 3M | -5.4% | +18.7% | -24.1% | -8.5% |
| 6M | +0.8% | +20.5% | -19.7% | -3.0% |
| YTD | +31.8% | +21.5% | +10.4% | +25.8% |
| 1Y | +28.6% | +7.2% | +21.4% | +24.9% |
| 3Y | +71.2% | +49.0% | +22.3% | +52.0% |
| 5Y | +179.2% | -68.1% | +247.3% | +199.9% |
| 10Y | +124.0% | +601.6% | -477.6% | +36.8% |
| All | +119.5% | +606.0% | -486.5% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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