+0.2%
XLU vs BKR
+1.2%
-1.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.4% | +6.6% | -0.4% |
| 7D | +0.4% | -15.2% | +15.6% | +1.0% |
| 30D | +5.2% | -19.1% | +24.3% | +6.0% |
| 3M | -0.1% | -24.8% | +24.7% | +1.0% |
| 6M | -5.3% | -31.6% | +26.3% | -3.4% |
| YTD | +3.5% | +2.5% | +1.0% | +1.4% |
| 1Y | +0.2% | -0.7% | +1.0% | -0.9% |
| All | +0.2% | +1.2% | -1.0% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling