+3.6%
XLY vs BBY
+33.0%
-29.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +8.0% | -3.7% | +3.0% |
| 7D | +6.1% | +4.5% | +1.5% | +5.3% |
| 30D | +10.8% | +16.0% | -5.2% | +8.2% |
| 3M | +3.6% | +18.6% | -15.0% | +0.9% |
| 6M | +4.4% | +80.1% | -75.7% | -4.7% |
| YTD | +3.1% | +57.4% | -54.3% | -4.1% |
| 1Y | +3.6% | +34.5% | -30.9% | +2.1% |
| All | +3.6% | +33.0% | -29.4% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling