+54.6%
XLE vs BA
-4.9%
+59.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -0.9% |
| 7D | +2.2% | +1.2% | +1.0% | +2.1% |
| 30D | +11.8% | -11.6% | +23.4% | +12.8% |
| 3M | +9.8% | -2.4% | +12.2% | +9.7% |
| 6M | +15.6% | -6.6% | +22.2% | +15.9% |
| YTD | +45.3% | -2.2% | +47.5% | +44.2% |
| 1Y | +48.3% | -8.0% | +56.3% | +48.8% |
| All | +54.6% | -4.9% | +59.5% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling