+1,264.4%
BE vs XLY
+28.1%
+1,236.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.9% | +5.8% | +5.4% |
| 7D | +9.0% | -1.7% | +10.7% | +11.7% |
| 30D | +16.3% | -4.2% | +20.5% | +22.9% |
| 3M | +10.8% | -2.7% | +13.5% | +13.8% |
| 6M | +73.2% | -0.6% | +73.8% | +74.7% |
| YTD | +217.4% | -5.0% | +222.4% | +242.4% |
| 1Y | +309.8% | -4.1% | +313.9% | +341.3% |
| 3Y | +1,726.2% | +33.6% | +1,692.6% | +1,120.2% |
| All | +1,264.4% | +28.1% | +1,236.3% | +801.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 5y: compounded portfolio wealth divided by compounded XLY 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…
5y analysis · Full analysis span regression · 6 months rolling