+25.0%
XLB vs BRKR
+47.8%
-22.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.0% | +6.1% | -2.1% |
| 7D | -0.4% | -6.4% | +6.0% | +0.1% |
| 30D | +5.2% | -4.0% | +9.3% | +5.5% |
| 3M | -0.1% | +10.7% | -10.9% | -1.4% |
| 6M | +2.4% | +53.0% | -50.6% | -5.5% |
| YTD | +16.9% | +23.6% | -6.8% | +10.1% |
| 1Y | +25.0% | +45.0% | -20.0% | +12.2% |
| All | +25.0% | +47.8% | -22.8% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling