+159.8%
XLB vs BRKR
+155.3%
+4.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.8% | -8.7% | +5.8% | -0.6% |
| 30D | -3.1% | -9.9% | +6.8% | -0.6% |
| 3M | -0.2% | -3.1% | +2.9% | -1.3% |
| 6M | +3.1% | +45.5% | -42.4% | -10.6% |
| YTD | +13.3% | +13.7% | -0.4% | +4.8% |
| 1Y | +12.0% | +67.4% | -55.4% | -8.6% |
| 3Y | +31.4% | -13.2% | +44.6% | +23.7% |
| 5Y | +33.9% | -39.5% | +73.4% | +39.3% |
| All | +159.8% | +155.3% | +4.5% | +66.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling