+889.2%
XLV vs BKR
+755.9%
+133.3%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -3.6% | -7.0% | +3.4% | -2.5% |
| 30D | -1.8% | -8.1% | +6.3% | -0.6% |
| 3M | +7.8% | -6.6% | +14.4% | +8.7% |
| 6M | +9.1% | +0.9% | +8.3% | +8.4% |
| YTD | +7.7% | +31.1% | -23.4% | +2.7% |
| 1Y | +20.4% | +27.7% | -7.3% | +15.0% |
| 3Y | +30.8% | +71.2% | -40.5% | +18.0% |
| 5Y | +34.6% | +177.6% | -143.0% | +10.3% |
| 10Y | +173.4% | +122.7% | +50.7% | +116.5% |
| All | +889.2% | +755.9% | +133.3% | +530.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling