+811.7%
XLB vs BBY
+1,287.1%
-475.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.7% |
| 7D | -0.2% | +8.1% | -8.4% | -1.9% |
| 30D | -1.7% | +8.9% | -10.7% | -3.6% |
| 3M | +4.4% | +22.0% | -17.7% | -0.2% |
| 6M | +5.0% | +37.8% | -32.8% | -2.7% |
| YTD | +15.5% | +37.3% | -21.8% | +6.8% |
| 1Y | +14.9% | +21.6% | -6.6% | +8.7% |
| 3Y | +34.5% | +41.5% | -7.0% | +20.7% |
| 5Y | +36.5% | +1.2% | +35.3% | +28.8% |
| 10Y | +159.6% | +237.8% | -78.2% | +86.8% |
| All | +811.7% | +1,287.1% | -475.3% | +396.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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