-26.4%
BA vs XLC
+40.7%
-67.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.8% |
| 7D | -1.1% | +3.7% | -4.8% | -3.9% |
| 30D | -7.1% | -1.9% | -5.2% | -5.9% |
| 3M | -25.5% | -3.1% | -22.4% | -23.9% |
| 6M | -28.7% | -6.4% | -22.4% | -25.3% |
| YTD | -21.0% | -6.8% | -14.2% | -17.1% |
| 1Y | -11.9% | -1.7% | -10.2% | -11.4% |
| 3Y | -16.2% | +64.7% | -80.8% | -44.2% |
| All | -26.4% | +40.7% | -67.1% | -39.6% |
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