+49.9%
XLE vs BA
-12.3%
+62.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.1% | -6.9% | -4.4% |
| 7D | -7.2% | +5.9% | -13.1% | -6.3% |
| 30D | +0.1% | -8.2% | +8.3% | -1.2% |
| 3M | +9.2% | -25.4% | +34.6% | +2.9% |
| 6M | +8.4% | -20.0% | +28.4% | +4.3% |
| YTD | +44.9% | -18.5% | +63.4% | +40.7% |
| 1Y | +49.9% | -10.6% | +60.5% | +47.1% |
| All | +49.9% | -12.3% | +62.1% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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