+411.2%
XLF vs BKR
+760.8%
-349.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.7% | +6.3% | +1.7% |
| 7D | -2.9% | -6.7% | +3.8% | -0.9% |
| 30D | -1.6% | -8.3% | +6.7% | +0.9% |
| 3M | +9.3% | -5.4% | +14.7% | +10.5% |
| 6M | +14.6% | +0.8% | +13.8% | +12.9% |
| YTD | +4.7% | +31.8% | -27.1% | -5.3% |
| 1Y | +8.6% | +28.6% | -19.9% | -1.5% |
| 3Y | +73.9% | +71.2% | +2.6% | +41.3% |
| 5Y | +65.0% | +179.2% | -114.2% | +10.6% |
| 10Y | +250.4% | +124.0% | +126.5% | +127.6% |
| All | +411.2% | +760.8% | -349.6% | +126.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling