+25.1%
XLP vs BRKR
-11.8%
+36.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | -1.4% | -8.7% | +7.2% | -1.2% |
| 30D | -2.0% | -9.9% | +7.9% | -1.8% |
| 3M | -1.5% | -3.1% | +1.5% | -1.7% |
| 6M | -0.2% | +45.5% | -45.7% | -2.1% |
| YTD | +8.7% | +13.7% | -5.0% | +7.5% |
| 1Y | +6.3% | +67.4% | -61.1% | +3.0% |
| 3Y | +25.1% | -13.2% | +38.3% | +23.2% |
| All | +25.1% | -11.8% | +36.9% | +23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling