+166.5%
XLE vs BBY
-2.1%
+168.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.8% |
| 7D | +4.4% | +4.0% | +0.3% | +3.8% |
| 30D | -4.3% | +17.6% | -21.8% | -6.8% |
| 3M | +6.0% | +25.9% | -19.9% | +1.9% |
| 6M | +13.2% | +85.1% | -71.9% | +1.2% |
| YTD | +46.7% | +60.6% | -13.9% | +34.0% |
| 1Y | +46.6% | +40.2% | +6.5% | +37.4% |
| 3Y | +69.6% | +86.6% | -17.1% | +46.5% |
| 5Y | +166.5% | -3.7% | +170.2% | +129.4% |
| All | +166.5% | -2.1% | +168.6% | +129.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling