+17.2%
XLI vs BKR
+42.5%
-25.3%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -1.1% | +1.7% | -2.8% | -1.3% |
| 30D | -5.9% | +3.3% | -9.3% | -6.4% |
| 3M | -0.3% | -3.6% | +3.3% | +0.6% |
| 6M | +0.1% | +5.0% | -4.9% | -0.8% |
| YTD | +13.6% | +40.9% | -27.4% | +6.7% |
| 1Y | +17.2% | +39.2% | -22.0% | +10.5% |
| All | +17.2% | +42.5% | -25.3% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling