+167.2%
XLE vs BA
+33.2%
+134.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -12.0% | +1.1% | -13.1% | -12.4% |
| 30D | -2.7% | -7.9% | +5.2% | -0.4% |
| 3M | +6.6% | -25.3% | +31.9% | +16.8% |
| 6M | +9.5% | -24.6% | +34.1% | +18.1% |
| YTD | +40.6% | -20.1% | +60.7% | +46.8% |
| 1Y | +43.6% | -11.8% | +55.4% | +43.9% |
| 3Y | +58.1% | -10.1% | +68.2% | +50.1% |
| 5Y | +152.2% | -22.7% | +174.9% | +142.7% |
| All | +167.2% | +33.2% | +134.0% | +148.4% |
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