+46.3%
XLU vs BKR
+68.5%
-22.2%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -1.6% | -7.0% | +5.4% | -0.9% |
| 30D | -3.3% | -8.1% | +4.8% | -2.5% |
| 3M | -3.2% | -6.6% | +3.5% | -2.5% |
| 6M | -7.0% | +0.9% | -7.8% | -7.4% |
| YTD | +0.6% | +31.1% | -30.5% | -3.4% |
| 1Y | +2.4% | +27.7% | -25.3% | -1.5% |
| 3Y | +46.3% | +71.2% | -25.0% | +32.6% |
| All | +46.3% | +68.5% | -22.2% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling