-47.5%
BA vs XLC
+134.3%
-181.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.0% | -2.9% |
| 7D | -1.7% | +7.1% | -8.8% | -8.1% |
| 30D | -9.5% | -2.7% | -6.7% | -7.3% |
| 3M | -26.5% | -3.2% | -23.3% | -24.6% |
| 6M | -27.4% | -7.7% | -19.7% | -22.2% |
| YTD | -20.6% | -8.0% | -12.6% | -14.9% |
| 1Y | -11.4% | -3.1% | -8.4% | -9.9% |
| 3Y | -10.8% | +64.9% | -75.7% | -47.5% |
| 5Y | -21.9% | +39.5% | -61.4% | -44.5% |
| All | -47.5% | +134.3% | -181.8% | -81.4% |
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