+57.9%
XLE vs BRKR
-11.8%
+69.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.3% |
| 7D | +1.7% | -8.7% | +10.4% | +2.0% |
| 30D | +6.7% | -9.9% | +16.6% | +7.1% |
| 3M | +14.9% | -3.1% | +17.9% | +14.6% |
| 6M | +15.9% | +45.5% | -29.6% | +12.2% |
| YTD | +47.7% | +13.7% | +34.0% | +45.9% |
| 1Y | +50.7% | +67.4% | -16.7% | +42.8% |
| 3Y | +57.9% | -13.2% | +71.1% | +54.2% |
| All | +57.9% | -11.8% | +69.7% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling