+103.2%
XLP vs BRKR
+155.3%
-52.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | -1.4% | -8.7% | +7.2% | -0.4% |
| 30D | -2.0% | -9.9% | +7.9% | -0.9% |
| 3M | -1.5% | -3.1% | +1.5% | -2.1% |
| 6M | -0.2% | +45.5% | -45.7% | -6.8% |
| YTD | +8.7% | +13.7% | -5.0% | +4.7% |
| 1Y | +6.3% | +67.4% | -61.1% | -3.9% |
| 3Y | +25.1% | -13.2% | +38.3% | +21.3% |
| 5Y | +32.4% | -39.5% | +71.9% | +35.2% |
| All | +103.2% | +155.3% | -52.2% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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