+1,024.7%
XLE vs BA
+947.4%
+77.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.2% |
| 7D | +2.2% | +1.2% | +1.0% | +1.7% |
| 30D | +11.8% | -11.6% | +23.4% | +16.7% |
| 3M | +9.8% | -2.4% | +12.2% | +9.6% |
| 6M | +15.6% | -6.6% | +22.2% | +15.7% |
| YTD | +45.3% | -2.2% | +47.5% | +42.4% |
| 1Y | +48.3% | -8.0% | +56.3% | +47.7% |
| 3Y | +55.4% | -5.0% | +60.4% | +46.2% |
| 5Y | +216.1% | -2.7% | +218.8% | +179.8% |
| 10Y | +178.4% | +75.9% | +102.5% | +75.2% |
| All | +1,024.7% | +947.4% | +77.4% | +287.8% |
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