+812.9%
XLB vs BRKR
+172.5%
+640.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.8% | -8.7% | +5.8% | -1.5% |
| 30D | -3.1% | -9.9% | +6.8% | -1.7% |
| 3M | -0.2% | -3.1% | +2.9% | -0.6% |
| 6M | +3.1% | +45.5% | -42.4% | -4.1% |
| YTD | +13.3% | +13.7% | -0.4% | +9.0% |
| 1Y | +12.0% | +67.4% | -55.4% | +1.2% |
| 3Y | +31.4% | -13.2% | +44.6% | +28.0% |
| 5Y | +33.9% | -39.5% | +73.4% | +36.1% |
| 10Y | +162.3% | +153.5% | +8.8% | +116.9% |
| All | +812.9% | +172.5% | +640.4% | +497.4% |
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