+765.7%
XLE vs BRKR
+172.5%
+593.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | +1.7% | -8.7% | +10.4% | +2.9% |
| 30D | +6.7% | -9.9% | +16.6% | +8.1% |
| 3M | +14.9% | -3.1% | +17.9% | +14.3% |
| 6M | +15.9% | +45.5% | -29.6% | +8.1% |
| YTD | +47.7% | +13.7% | +34.0% | +42.1% |
| 1Y | +50.7% | +67.4% | -16.7% | +36.8% |
| 3Y | +57.9% | -13.2% | +71.1% | +52.9% |
| 5Y | +227.0% | -39.5% | +266.5% | +228.3% |
| 10Y | +180.6% | +153.5% | +27.1% | +131.8% |
| All | +765.7% | +172.5% | +593.2% | +518.0% |
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 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