+1,084.6%
XLI vs BKR
+760.8%
+323.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.7% | +5.9% | +1.0% |
| 7D | -2.3% | -6.7% | +4.4% | -0.6% |
| 30D | -8.2% | -8.3% | +0.2% | -6.1% |
| 3M | +0.8% | -5.4% | +6.2% | +1.8% |
| 6M | +0.8% | +0.8% | 0.0% | -0.3% |
| YTD | +10.5% | +31.8% | -21.3% | +1.5% |
| 1Y | +14.1% | +28.6% | -14.4% | +5.2% |
| 3Y | +68.6% | +71.2% | -2.6% | +41.7% |
| 5Y | +80.4% | +179.2% | -98.8% | +28.6% |
| 10Y | +254.6% | +124.0% | +130.7% | +144.4% |
| All | +1,084.6% | +760.8% | +323.8% | +493.7% |
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