-11.9%
BA vs XLB
+20.6%
-32.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -1.1% | +0.5% | -1.6% | -1.5% |
| 30D | -7.1% | +5.2% | -12.3% | -10.5% |
| 3M | -25.5% | +0.3% | -25.8% | -25.7% |
| 6M | -28.7% | +1.2% | -29.9% | -29.5% |
| YTD | -21.0% | +16.6% | -37.7% | -26.3% |
| 1Y | -11.9% | +21.4% | -33.3% | -17.8% |
| All | -11.9% | +20.6% | -32.5% | -17.8% |
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