-0.9%
BA vs XLC
+38.0%
-38.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.8% |
| 7D | +1.2% | -0.8% | +2.0% | +1.8% |
| 30D | -11.6% | +1.0% | -12.7% | -12.4% |
| 3M | -2.4% | -0.7% | -1.7% | -2.1% |
| 6M | -6.6% | -5.1% | -1.5% | -2.8% |
| YTD | -2.2% | -4.3% | +2.0% | +0.8% |
| 1Y | -8.0% | -0.6% | -7.5% | -8.1% |
| 3Y | -5.0% | +72.7% | -77.7% | -39.0% |
| All | -0.9% | +38.0% | -38.9% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling