-47.2%
BA vs XLC
+135.2%
-182.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.2% |
| 7D | 0.0% | +6.2% | -6.2% | -5.7% |
| 30D | -8.9% | -2.4% | -6.6% | -7.1% |
| 3M | -25.5% | -3.3% | -22.2% | -23.5% |
| 6M | -27.0% | -7.3% | -19.6% | -22.0% |
| YTD | -20.1% | -7.6% | -12.5% | -14.7% |
| 1Y | -11.0% | -3.7% | -7.3% | -8.9% |
| 3Y | -11.8% | +62.9% | -74.8% | -47.4% |
| 5Y | -20.6% | +41.6% | -62.3% | -44.6% |
| All | -47.2% | +135.2% | -182.4% | -81.3% |
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