+839.8%
XLI vs BRKR
+172.5%
+667.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -1.7% | -8.7% | +7.0% | -0.3% |
| 30D | -7.3% | -9.9% | +2.6% | -5.9% |
| 3M | -1.3% | -3.1% | +1.7% | -1.8% |
| 6M | +2.2% | +45.5% | -43.3% | -4.9% |
| YTD | +11.7% | +13.7% | -2.0% | +7.5% |
| 1Y | +14.3% | +67.4% | -53.2% | +3.2% |
| 3Y | +70.3% | -13.2% | +83.6% | +65.8% |
| 5Y | +82.3% | -39.5% | +121.8% | +85.0% |
| 10Y | +258.4% | +153.5% | +105.0% | +195.5% |
| All | +839.8% | +172.5% | +667.3% | +516.1% |
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