-11.8%
BA vs XLB
+23.8%
-35.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +1.0% |
| 7D | +1.1% | -1.5% | +2.6% | +2.2% |
| 30D | -7.9% | +6.1% | -14.0% | -11.8% |
| 3M | -25.3% | 0.0% | -25.4% | -25.4% |
| 6M | -24.6% | 0.0% | -24.5% | -24.9% |
| YTD | -20.1% | +16.0% | -36.2% | -24.7% |
| 1Y | -11.8% | +24.7% | -36.5% | -17.3% |
| All | -11.8% | +23.8% | -35.6% | -17.3% |
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