+227.7%
XLE vs BBY
+0.2%
+227.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.1% |
| 7D | +0.3% | +1.2% | -0.9% | +0.1% |
| 30D | +8.5% | +6.8% | +1.7% | +7.2% |
| 3M | +14.6% | +18.7% | -4.1% | +11.0% |
| 6M | +17.6% | +37.3% | -19.7% | +10.4% |
| YTD | +48.1% | +35.3% | +12.8% | +39.1% |
| 1Y | +53.8% | +20.7% | +33.1% | +47.3% |
| 3Y | +56.2% | +39.4% | +16.8% | +41.6% |
| 5Y | +227.7% | -1.5% | +229.2% | +179.6% |
| All | +227.7% | +0.2% | +227.5% | +179.6% |
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