+559.9%
XLP vs BKR
+611.5%
-51.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | -0.2% | +6.3% | -6.5% | -0.9% |
| 30D | +8.2% | -13.0% | +21.2% | +9.7% |
| 3M | +7.7% | -23.6% | +31.4% | +10.8% |
| 6M | +9.3% | -24.5% | +33.8% | +12.3% |
| YTD | +19.5% | +9.0% | +10.5% | +17.3% |
| 1Y | +21.0% | +4.4% | +16.6% | +19.3% |
| 3Y | +43.2% | +51.4% | -8.2% | +33.5% |
| 5Y | +42.7% | +124.4% | -81.7% | +24.6% |
| 10Y | +135.7% | +54.6% | +81.1% | +103.0% |
| All | +559.9% | +611.5% | -51.6% | +347.9% |
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