+174.3%
XLE vs BA
+75.3%
+99.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | +2.2% | +1.2% | +1.0% | +1.8% |
| 30D | +11.8% | -11.6% | +23.4% | +16.4% |
| 3M | +9.8% | -2.4% | +12.2% | +9.6% |
| 6M | +15.6% | -6.6% | +22.2% | +15.7% |
| YTD | +45.3% | -2.2% | +47.5% | +42.6% |
| 1Y | +48.3% | -8.0% | +56.3% | +47.8% |
| 3Y | +55.4% | -5.0% | +60.4% | +46.8% |
| 5Y | +216.1% | -2.7% | +218.8% | +181.8% |
| All | +174.3% | +75.3% | +99.0% | +83.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling