+135.9%
XLU vs BKR
+125.3%
+10.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -1.6% | -7.0% | +5.4% | -0.6% |
| 30D | -3.3% | -8.1% | +4.8% | -2.2% |
| 3M | -3.2% | -6.6% | +3.5% | -2.4% |
| 6M | -7.0% | +0.9% | -7.8% | -7.5% |
| YTD | +0.6% | +31.1% | -30.5% | -3.9% |
| 1Y | +2.4% | +27.7% | -25.3% | -2.0% |
| 3Y | +46.3% | +71.2% | -25.0% | +32.1% |
| 5Y | +44.0% | +177.6% | -133.7% | +18.5% |
| All | +135.9% | +125.3% | +10.6% | +58.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling