+177.8%
XLE vs BRKR
+155.3%
+22.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | +1.7% | -8.7% | +10.4% | +3.5% |
| 30D | +6.7% | -9.9% | +16.6% | +8.7% |
| 3M | +14.9% | -3.1% | +17.9% | +13.7% |
| 6M | +15.9% | +45.5% | -29.6% | +2.9% |
| YTD | +47.7% | +13.7% | +34.0% | +38.4% |
| 1Y | +50.7% | +67.4% | -16.7% | +26.7% |
| 3Y | +57.9% | -13.2% | +71.1% | +48.8% |
| 5Y | +227.0% | -39.5% | +266.5% | +237.3% |
| All | +177.8% | +155.3% | +22.5% | +84.0% |
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