Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • XLE vs BBY✓SelectedUSD · BBYXLE vs BBY performance historyLatest closeAs of+1.11%09/08
Stock and ETF performance explorer

XLE vs BBY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+54.9%
BBY return
+42.7%
Excess return
+12.2%
Maximum drawdown
-20.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 3y.

Portfolio and benchmark returns by period
PeriodPortfolioBBYExcessAlpha
1D+1.1%-1.0%+2.1%+1.3%
7D0.0%+8.1%-8.1%-1.2%
30D+12.6%+8.9%+3.7%+11.1%
3M+11.8%+22.0%-10.2%+8.1%
6M+16.1%+37.8%-21.7%+9.3%
YTD+46.9%+37.3%+9.6%+38.0%
1Y+53.3%+21.6%+31.7%+47.4%
3Y+54.9%+41.5%+13.4%+35.3%
All+54.9%+42.7%+12.2%+35.3%

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 3y: 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…

3y analysis · Full analysis span regression · 6 months rolling