+74.2%
XLF vs BKR
+68.5%
+5.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.8% |
| 7D | -1.5% | -7.0% | +5.5% | -0.1% |
| 30D | -1.2% | -8.1% | +7.0% | +0.5% |
| 3M | +9.2% | -6.6% | +15.8% | +10.5% |
| 6M | +16.3% | +0.9% | +15.5% | +15.0% |
| YTD | +5.4% | +31.1% | -25.7% | -3.2% |
| 1Y | +7.6% | +27.7% | -20.1% | -0.9% |
| 3Y | +74.2% | +71.2% | +3.0% | +46.1% |
| All | +74.2% | +68.5% | +5.7% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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