+1,106.7%
XLY vs BKR
+755.9%
+350.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -1.7% | -7.0% | +5.3% | -0.2% |
| 30D | -4.2% | -8.1% | +3.9% | -2.5% |
| 3M | -2.7% | -6.6% | +3.9% | -1.5% |
| 6M | -0.6% | +0.9% | -1.5% | -1.6% |
| YTD | -5.0% | +31.1% | -36.1% | -11.5% |
| 1Y | -4.1% | +27.7% | -31.8% | -10.3% |
| 3Y | +33.6% | +71.2% | -37.6% | +15.4% |
| 5Y | +28.7% | +177.6% | -148.9% | -2.9% |
| 10Y | +219.6% | +122.7% | +96.9% | +131.9% |
| All | +1,106.7% | +755.9% | +350.8% | +538.5% |
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