+169.4%
XLV vs BRKR
+155.3%
+14.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -3.6% | -8.7% | +5.1% | -1.6% |
| 30D | -1.8% | -9.9% | +8.0% | +0.3% |
| 3M | +7.8% | -3.1% | +10.9% | +6.8% |
| 6M | +9.1% | +45.5% | -36.4% | -3.7% |
| YTD | +7.7% | +13.7% | -6.0% | +0.6% |
| 1Y | +20.4% | +67.4% | -47.0% | +0.7% |
| 3Y | +30.8% | -13.2% | +44.0% | +23.9% |
| 5Y | +34.6% | -39.5% | +74.1% | +39.3% |
| All | +169.4% | +155.3% | +14.1% | +75.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling