-7.0%
XLU vs BBY
+44.0%
-50.9%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.4% |
| 7D | -1.6% | +0.6% | -2.2% | -1.6% |
| 30D | -3.3% | +9.4% | -12.7% | -3.7% |
| 3M | -3.2% | +19.3% | -22.5% | -3.8% |
| 6M | -7.0% | +47.9% | -54.9% | -8.5% |
| All | -7.0% | +44.0% | -50.9% | -8.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling