+31.3%
XLP vs BKR
+214.0%
-182.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | -2.9% | -1.5% | -1.4% | -2.8% |
| 30D | -2.2% | -0.7% | -1.6% | -2.2% |
| 3M | -0.6% | +0.5% | -1.1% | -0.6% |
| 6M | -2.2% | +6.6% | -8.8% | -2.8% |
| YTD | +8.3% | +41.3% | -33.0% | +5.3% |
| 1Y | +5.7% | +42.2% | -36.5% | +2.7% |
| 3Y | +25.7% | +83.4% | -57.8% | +18.4% |
| 5Y | +31.3% | +203.6% | -172.3% | +15.8% |
| All | +31.3% | +214.0% | -182.8% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling