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  • XLE vs BG✓SelectedUSD · BGXLE vs BG performance historyLatest closeAs of+1.11%09/08
Stock and ETF performance explorer

XLE vs BG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+225.7%
BG return
+84.8%
Excess return
+140.9%
Maximum drawdown
-26.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioBGExcessAlpha
1D+1.1%+4.4%-3.3%-0.6%
7D0.0%+2.4%-2.4%-1.0%
30D+12.6%+15.0%-2.4%+6.3%
3M+11.8%-0.7%+12.5%+11.6%
6M+16.1%+7.5%+8.6%+11.9%
YTD+46.9%+41.6%+5.3%+26.2%
1Y+53.3%+50.7%+2.6%+27.3%
3Y+54.9%+20.3%+34.6%+39.6%
5Y+225.7%+85.2%+140.5%+118.4%
All+225.7%+84.8%+140.9%+118.4%

Cumulative growth

Daily Returns

Daily percentage return beside BG.

Daily Out/Under-Performance

Portfolio return minus BG return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × BG 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 BG 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