+139.5%
XLP vs BKR
+56.4%
+83.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.3% |
| 7D | +2.5% | +3.8% | -1.3% | +2.1% |
| 30D | +7.3% | -10.3% | +17.6% | +8.4% |
| 3M | +8.1% | -21.7% | +29.8% | +10.8% |
| 6M | +10.5% | -23.8% | +34.3% | +13.4% |
| YTD | +21.2% | +10.3% | +10.9% | +18.6% |
| 1Y | +22.7% | +5.7% | +17.0% | +20.7% |
| 3Y | +44.8% | +52.6% | -7.8% | +34.0% |
| 5Y | +44.7% | +127.1% | -82.4% | +24.1% |
| All | +139.5% | +56.4% | +83.1% | +86.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling