+143.7%
XLC vs BRKR
+73.9%
+69.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +0.5% | -8.7% | +9.2% | +2.5% |
| 30D | +2.1% | -9.9% | +12.0% | +4.3% |
| 3M | +0.7% | -3.1% | +3.8% | -0.5% |
| 6M | -3.2% | +45.5% | -48.7% | -14.8% |
| YTD | -3.8% | +13.7% | -17.5% | -10.4% |
| 1Y | -2.0% | +67.4% | -69.5% | -18.7% |
| 3Y | +71.4% | -13.2% | +84.6% | +61.3% |
| 5Y | +40.7% | -39.5% | +80.2% | +46.0% |
| All | +143.7% | +73.9% | +69.8% | +58.1% |
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