-10.6%
BA vs XLB
+29.8%
-40.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | +0.4% |
| 7D | +5.9% | +3.9% | +2.0% | +3.1% |
| 30D | -8.2% | +8.9% | -17.0% | -13.6% |
| 3M | -25.4% | +4.1% | -29.5% | -27.5% |
| 6M | -20.0% | +7.3% | -27.3% | -23.8% |
| YTD | -18.5% | +20.4% | -38.9% | -25.2% |
| 1Y | -10.6% | +29.5% | -40.2% | -18.5% |
| All | -10.6% | +29.8% | -40.5% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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