+9.2%
XLE vs BA
-25.2%
+34.4%
-9.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.1% | -6.9% | -4.7% |
| 7D | -7.2% | +5.9% | -13.1% | -7.3% |
| 30D | +0.1% | -8.2% | +8.3% | +0.7% |
| 3M | +9.2% | -25.4% | +34.6% | +4.0% |
| All | +9.2% | -25.2% | +34.4% | +4.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling