+4.3%
XLY vs BRKR
+47.3%
-43.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.6% |
| 7D | +2.0% | +0.5% | +1.6% | +1.9% |
| 30D | +7.6% | +10.8% | -3.2% | +6.3% |
| 3M | +1.5% | +6.4% | -4.9% | +0.5% |
| 6M | +1.5% | +40.7% | -39.2% | -5.6% |
| YTD | +1.1% | +31.2% | -30.1% | -6.4% |
| 1Y | +4.3% | +48.0% | -43.7% | -5.8% |
| All | +4.3% | +47.3% | -43.1% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling