+58.1%
XLE vs BB
+132.4%
-74.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.1% |
| 7D | -12.0% | +3.8% | -15.8% | -12.1% |
| 30D | -2.7% | -0.3% | -2.4% | -2.8% |
| 3M | +6.6% | -0.5% | +7.0% | +6.4% |
| 6M | +9.5% | +45.9% | -36.4% | +7.2% |
| YTD | +40.6% | +130.6% | -90.1% | +34.3% |
| 1Y | +43.6% | +89.2% | -45.6% | +38.8% |
| 3Y | +58.1% | +137.5% | -79.4% | +46.6% |
| All | +58.1% | +132.4% | -74.4% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling