+20.7%
XLK vs BKR
+5.7%
+15.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +1.0% |
| 7D | -7.6% | -8.8% | +1.2% | -6.1% |
| 30D | -12.2% | -13.1% | +0.9% | -10.0% |
| 3M | -5.5% | -18.9% | +13.5% | -2.1% |
| 6M | +9.2% | -27.2% | +36.4% | +14.9% |
| YTD | +23.0% | +10.7% | +12.3% | +23.3% |
| 1Y | +20.7% | +9.7% | +11.0% | +18.8% |
| All | +20.7% | +5.7% | +15.0% | +18.8% |
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