+751.2%
BA vs XLB
+824.9%
-73.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -0.2% |
| 7D | -0.1% | -0.4% | +0.3% | +0.2% |
| 30D | -9.1% | +5.2% | -14.4% | -12.8% |
| 3M | -28.2% | -0.1% | -28.1% | -28.3% |
| 6M | -23.1% | +2.4% | -25.5% | -24.6% |
| YTD | -20.6% | +16.9% | -37.4% | -30.0% |
| 1Y | -12.7% | +25.0% | -37.7% | -27.3% |
| 3Y | -11.6% | +40.7% | -52.2% | -32.8% |
| 5Y | -23.1% | +31.6% | -54.8% | -37.9% |
| 10Y | +34.4% | +175.3% | -140.9% | -32.0% |
| All | +751.2% | +824.9% | -73.7% | +86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling