+179.2%
XLE vs BBY
+288.1%
-109.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.3% | +0.8% |
| 7D | +5.4% | +4.5% | +1.0% | +4.2% |
| 30D | -3.9% | +16.8% | -20.7% | -8.2% |
| 3M | +7.0% | +23.2% | -16.2% | +0.4% |
| 6M | +14.2% | +91.9% | -77.7% | -6.1% |
| YTD | +48.2% | +61.6% | -13.5% | +26.8% |
| 1Y | +47.7% | +43.9% | +3.8% | +30.5% |
| 3Y | +70.0% | +88.6% | -18.6% | +32.4% |
| 5Y | +169.1% | -3.1% | +172.2% | +150.6% |
| All | +179.2% | +288.1% | -109.0% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling