+27.1%
XLP vs BKR
+82.1%
-55.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.7% |
| 7D | -1.4% | +0.4% | -1.9% | -1.5% |
| 30D | -1.3% | +3.9% | -5.1% | -1.5% |
| 3M | +1.8% | -1.1% | +2.9% | +1.9% |
| 6M | -0.8% | +7.6% | -8.4% | -1.4% |
| YTD | +9.5% | +41.9% | -32.4% | +7.1% |
| 1Y | +7.2% | +42.2% | -35.1% | +4.7% |
| 3Y | +27.1% | +84.3% | -57.1% | +18.5% |
| All | +27.1% | +82.1% | -55.0% | +18.5% |
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