+781.4%
XEL vs BRKR
+172.5%
+608.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.1% |
| 7D | -0.3% | -8.7% | +8.4% | +0.3% |
| 30D | -3.9% | -9.9% | +5.9% | -3.3% |
| 3M | -2.8% | -3.1% | +0.3% | -3.0% |
| 6M | -5.4% | +45.5% | -50.9% | -8.5% |
| YTD | +3.8% | +13.7% | -9.9% | +1.9% |
| 1Y | +6.8% | +67.4% | -60.6% | +1.9% |
| 3Y | +45.6% | -13.2% | +58.8% | +43.3% |
| 5Y | +30.7% | -39.5% | +70.2% | +31.0% |
| 10Y | +151.7% | +153.5% | -1.8% | +127.3% |
| All | +781.4% | +172.5% | +608.9% | +599.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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