+1,106.7%
XLY vs BBY
+1,309.9%
-203.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.1% |
| 7D | -1.7% | +0.6% | -2.3% | -1.9% |
| 30D | -4.2% | +9.4% | -13.6% | -6.7% |
| 3M | -2.7% | +19.3% | -22.0% | -7.7% |
| 6M | -0.6% | +47.9% | -48.6% | -11.8% |
| YTD | -5.0% | +39.6% | -44.6% | -14.6% |
| 1Y | -4.1% | +22.2% | -26.3% | -10.9% |
| 3Y | +33.6% | +45.0% | -11.4% | +15.2% |
| 5Y | +28.7% | +2.6% | +26.1% | +19.9% |
| 10Y | +219.6% | +250.5% | -30.9% | +104.4% |
| All | +1,106.7% | +1,309.9% | -203.2% | +331.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling