-47.2%
BA vs XLC
+128.7%
-175.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.1% |
| 7D | +1.1% | +4.9% | -3.8% | -3.5% |
| 30D | -7.9% | -5.8% | -2.1% | -2.7% |
| 3M | -25.3% | -5.4% | -19.9% | -21.6% |
| 6M | -24.6% | -10.2% | -14.4% | -17.0% |
| YTD | -20.1% | -10.2% | -10.0% | -12.4% |
| 1Y | -11.8% | -5.6% | -6.1% | -7.8% |
| 3Y | -10.1% | +61.0% | -71.1% | -45.8% |
| 5Y | -22.7% | +35.2% | -58.0% | -43.3% |
| All | -47.2% | +128.7% | -175.9% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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