+1,003.0%
BE vs XLY
+118.8%
+884.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.9% | +5.8% | +5.3% |
| 7D | +9.0% | -1.7% | +10.7% | +11.9% |
| 30D | +16.3% | -4.2% | +20.5% | +23.6% |
| 3M | +10.8% | -2.7% | +13.5% | +14.0% |
| 6M | +73.2% | -0.6% | +73.8% | +74.5% |
| YTD | +217.4% | -5.0% | +222.4% | +244.3% |
| 1Y | +309.8% | -4.1% | +313.9% | +343.2% |
| 3Y | +1,726.2% | +33.6% | +1,692.6% | +1,053.5% |
| 5Y | +1,306.2% | +28.7% | +1,277.5% | +885.7% |
| All | +1,003.0% | +118.8% | +884.2% | +230.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling