+324.7%
XLF vs BRKR
+172.5%
+152.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.5% | -8.7% | +7.2% | +0.1% |
| 30D | -1.2% | -9.9% | +8.7% | +0.5% |
| 3M | +9.2% | -3.1% | +12.3% | +8.4% |
| 6M | +16.3% | +45.5% | -29.2% | +6.3% |
| YTD | +5.4% | +13.7% | -8.3% | +0.4% |
| 1Y | +7.6% | +67.4% | -59.8% | -5.2% |
| 3Y | +74.2% | -13.2% | +87.4% | +67.4% |
| 5Y | +66.1% | -39.5% | +105.6% | +68.1% |
| 10Y | +252.8% | +153.5% | +99.3% | +172.5% |
| All | +324.7% | +172.5% | +152.2% | +143.8% |
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