+41.6%
XLE vs BB
+98.3%
-56.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.4% |
| 7D | -6.7% | +11.6% | -18.3% | -6.3% |
| 30D | -4.4% | +2.6% | -7.0% | -4.2% |
| 3M | +4.0% | +3.5% | +0.5% | +4.4% |
| 6M | +13.2% | +43.5% | -30.3% | +16.4% |
| YTD | +41.9% | +141.2% | -99.3% | +52.4% |
| 1Y | +41.6% | +97.4% | -55.8% | +53.6% |
| All | +41.6% | +98.3% | -56.6% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling