+31.8%
BA vs XLB
+170.1%
-138.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +1.3% |
| 7D | +1.1% | -1.5% | +2.6% | +2.8% |
| 30D | -7.9% | +6.1% | -14.0% | -14.1% |
| 3M | -25.3% | 0.0% | -25.4% | -25.7% |
| 6M | -24.6% | 0.0% | -24.5% | -24.9% |
| YTD | -20.1% | +16.0% | -36.2% | -33.5% |
| 1Y | -11.8% | +24.7% | -36.5% | -32.8% |
| 3Y | -10.1% | +40.4% | -50.5% | -41.4% |
| 5Y | -22.7% | +30.7% | -53.4% | -45.3% |
| All | +31.8% | +170.1% | -138.4% | -55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling