+26.8%
BA vs XLB
+165.5%
-138.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.3% |
| 7D | -1.4% | -1.6% | +0.2% | +0.4% |
| 30D | -7.9% | +7.2% | -15.1% | -15.2% |
| 3M | -25.2% | 0.0% | -25.2% | -25.6% |
| 6M | -26.7% | +2.3% | -29.0% | -29.0% |
| YTD | -19.6% | +18.4% | -38.0% | -34.7% |
| 1Y | -10.6% | +23.3% | -33.9% | -31.0% |
| 3Y | -11.2% | +45.2% | -56.4% | -44.4% |
| 5Y | -20.4% | +31.0% | -51.4% | -43.7% |
| 10Y | +26.8% | +168.8% | -142.0% | -57.0% |
| All | +26.8% | +165.5% | -138.7% | -57.0% |
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