+43.4%
XLP vs BKR
+53.2%
-9.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -3.0% | +0.4% |
| 7D | -0.5% | -0.4% | -0.1% | -0.5% |
| 30D | +8.3% | -11.6% | +20.0% | +8.7% |
| 3M | +8.7% | -23.4% | +32.1% | +9.8% |
| 6M | +11.2% | -22.9% | +34.0% | +12.2% |
| YTD | +20.0% | +10.2% | +9.8% | +18.5% |
| 1Y | +21.3% | +2.5% | +18.8% | +20.3% |
| All | +43.4% | +53.2% | -9.8% | +35.8% |
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 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