+1,038.0%
XLE vs BB
+307.3%
+730.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.4% |
| 7D | -12.0% | +3.8% | -15.8% | -12.4% |
| 30D | -2.7% | -0.3% | -2.4% | -3.0% |
| 3M | +6.6% | -0.5% | +7.0% | +5.9% |
| 6M | +9.5% | +45.9% | -36.4% | +3.8% |
| YTD | +40.6% | +130.6% | -90.1% | +26.6% |
| 1Y | +43.6% | +89.2% | -45.6% | +31.7% |
| 3Y | +58.1% | +137.5% | -79.4% | +37.3% |
| 5Y | +152.2% | -20.9% | +173.1% | +138.2% |
| 10Y | +172.9% | +25.4% | +147.5% | +123.9% |
| All | +1,038.0% | +307.3% | +730.7% | +778.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling