+755.7%
BA vs XLI
+1,036.8%
-281.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +1.1% | -2.8% | +3.9% | +4.2% |
| 30D | -7.9% | -3.1% | -4.8% | -5.0% |
| 3M | -25.3% | -11.7% | -13.6% | -14.6% |
| 6M | -24.6% | -7.6% | -17.0% | -18.1% |
| YTD | -20.1% | +5.7% | -25.8% | -25.2% |
| 1Y | -11.8% | +7.8% | -19.6% | -19.1% |
| 3Y | -10.1% | +67.4% | -77.5% | -48.9% |
| 5Y | -22.7% | +64.8% | -87.6% | -54.3% |
| 10Y | +35.1% | +241.2% | -206.1% | -56.4% |
| All | +755.7% | +1,036.8% | -281.1% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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