+152.2%
XLE vs BA
-20.8%
+173.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.4% | -2.6% |
| 7D | -10.3% | -0.1% | -10.2% | -10.3% |
| 30D | -3.3% | -9.1% | +5.8% | -2.0% |
| 3M | +8.2% | -28.2% | +36.4% | +13.6% |
| 6M | +5.0% | -23.1% | +28.2% | +8.5% |
| YTD | +40.6% | -20.6% | +61.1% | +43.5% |
| 1Y | +45.0% | -12.7% | +57.7% | +44.8% |
| 3Y | +56.3% | -11.6% | +67.9% | +51.1% |
| 5Y | +152.2% | -23.1% | +175.4% | +148.5% |
| All | +152.2% | -20.8% | +173.0% | +148.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling