+120.4%
XLK vs BKR
+68.5%
+52.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | +0.2% | -7.0% | +7.2% | +2.1% |
| 30D | -0.6% | -8.1% | +7.5% | +1.6% |
| 3M | +2.6% | -6.6% | +9.2% | +4.2% |
| 6M | +34.0% | +0.9% | +33.1% | +32.7% |
| YTD | +30.7% | +31.1% | -0.4% | +19.4% |
| 1Y | +39.2% | +27.7% | +11.5% | +27.7% |
| 3Y | +120.4% | +71.2% | +49.2% | +89.0% |
| All | +120.4% | +68.5% | +52.0% | +89.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling