+64.0%
XLE vs BA
-11.1%
+75.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.4% |
| 7D | -6.7% | 0.0% | -6.7% | -6.7% |
| 30D | -4.4% | -8.9% | +4.5% | -3.8% |
| 3M | +4.0% | -25.5% | +29.5% | +6.2% |
| 6M | +13.2% | -27.0% | +40.1% | +15.8% |
| YTD | +41.9% | -20.1% | +62.0% | +43.0% |
| 1Y | +41.6% | -11.0% | +52.6% | +39.8% |
| 3Y | +64.0% | -11.8% | +75.8% | +46.1% |
| All | +64.0% | -11.1% | +75.1% | +46.1% |
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