+48.3%
XLE vs BA
-8.9%
+57.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -0.7% |
| 7D | +2.2% | +1.2% | +1.0% | +2.4% |
| 30D | +11.8% | -11.6% | +23.4% | +9.5% |
| 3M | +9.8% | -2.4% | +12.2% | +9.6% |
| 6M | +15.6% | -6.6% | +22.2% | +16.2% |
| YTD | +45.3% | -2.2% | +47.5% | +45.2% |
| 1Y | +48.3% | -8.0% | +56.3% | +52.3% |
| All | +48.3% | -8.9% | +57.2% | +52.3% |
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