+1,021.9%
XLE vs BA
+773.4%
+248.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.1% | -6.9% | -5.5% |
| 7D | -7.2% | +5.9% | -13.1% | -9.2% |
| 30D | +0.1% | -8.2% | +8.3% | +2.8% |
| 3M | +9.2% | -25.4% | +34.6% | +20.4% |
| 6M | +8.4% | -20.0% | +28.4% | +14.9% |
| YTD | +44.9% | -18.5% | +63.4% | +50.8% |
| 1Y | +49.9% | -10.6% | +60.5% | +49.9% |
| 3Y | +61.1% | -9.3% | +70.4% | +52.7% |
| 5Y | +163.4% | -16.9% | +180.3% | +145.1% |
| 10Y | +181.4% | +37.9% | +143.5% | +92.5% |
| All | +1,021.9% | +773.4% | +248.5% | +310.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling