-47.5%
BA vs XLC
+127.8%
-175.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -2.0% | -2.0% |
| 7D | -0.1% | +3.1% | -3.2% | -3.0% |
| 30D | -9.1% | -6.5% | -2.6% | -3.3% |
| 3M | -28.2% | -5.6% | -22.6% | -24.5% |
| 6M | -23.1% | -9.2% | -13.9% | -16.2% |
| YTD | -20.6% | -10.6% | -10.0% | -12.5% |
| 1Y | -12.7% | -6.9% | -5.8% | -7.6% |
| 3Y | -11.6% | +59.9% | -71.4% | -46.3% |
| 5Y | -23.1% | +34.7% | -57.8% | -43.4% |
| All | -47.5% | +127.8% | -175.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling