+16.9%
XLB vs BRKR
+100.6%
-83.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.2% |
| 7D | -1.4% | +2.5% | -3.9% | -1.6% |
| 30D | -0.4% | +11.5% | -11.9% | -1.4% |
| 3M | +2.0% | -2.4% | +4.3% | +1.3% |
| 6M | +1.8% | +52.3% | -50.5% | -5.0% |
| YTD | +16.6% | +24.5% | -7.9% | +10.8% |
| 1Y | +16.9% | +97.3% | -80.4% | +6.7% |
| All | +16.9% | +100.6% | -83.6% | +6.7% |
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