+1,065.2%
XLY vs BRKR
+172.5%
+892.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -1.7% | -8.7% | +7.0% | -0.4% |
| 30D | -4.2% | -9.9% | +5.7% | -2.8% |
| 3M | -2.7% | -3.1% | +0.4% | -3.1% |
| 6M | -0.6% | +45.5% | -46.1% | -7.7% |
| YTD | -5.0% | +13.7% | -18.7% | -8.7% |
| 1Y | -4.1% | +67.4% | -71.5% | -13.4% |
| 3Y | +33.6% | -13.2% | +46.8% | +30.1% |
| 5Y | +28.7% | -39.5% | +68.2% | +31.2% |
| 10Y | +219.6% | +153.5% | +66.2% | +164.9% |
| All | +1,065.2% | +172.5% | +892.7% | +670.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling