+1,455.3%
XLK vs BKR
+760.8%
+694.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.7% | +5.3% | +0.1% |
| 7D | -0.4% | -6.7% | +6.3% | +1.1% |
| 30D | -0.5% | -8.3% | +7.9% | +1.4% |
| 3M | +5.0% | -5.4% | +10.4% | +6.0% |
| 6M | +32.9% | +0.8% | +32.0% | +31.9% |
| YTD | +29.0% | +31.8% | -2.9% | +20.4% |
| 1Y | +37.8% | +28.6% | +9.3% | +29.1% |
| 3Y | +118.7% | +71.2% | +47.5% | +89.9% |
| 5Y | +145.6% | +179.2% | -33.7% | +86.4% |
| 10Y | +791.5% | +124.0% | +667.5% | +550.0% |
| All | +1,455.3% | +760.8% | +694.4% | +743.4% |
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