+28.1%
BA vs XLB
+173.6%
-145.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -2.8% |
| 7D | -1.7% | -1.4% | -0.4% | -0.3% |
| 30D | -9.5% | +7.1% | -16.6% | -16.5% |
| 3M | -26.5% | +0.6% | -27.1% | -27.3% |
| 6M | -27.4% | +3.5% | -30.9% | -30.5% |
| YTD | -20.6% | +18.2% | -38.8% | -35.4% |
| 1Y | -11.4% | +25.6% | -37.0% | -33.1% |
| 3Y | -10.8% | +46.7% | -57.5% | -44.9% |
| 5Y | -21.9% | +30.9% | -52.8% | -44.7% |
| 10Y | +28.1% | +167.7% | -139.6% | -56.4% |
| All | +28.1% | +173.6% | -145.4% | -56.4% |
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