-10.6%
BA vs XLP
+24.3%
-34.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.4% | -1.2% | +1.1% |
| 7D | +5.9% | +5.9% | 0.0% | +4.2% |
| 30D | -8.2% | +13.5% | -21.6% | -11.3% |
| 3M | -25.4% | +8.4% | -33.8% | -26.9% |
| 6M | -20.0% | +11.5% | -31.6% | -22.8% |
| YTD | -18.5% | +20.6% | -39.1% | -20.6% |
| 1Y | -10.6% | +24.3% | -34.9% | -12.6% |
| All | -10.6% | +24.3% | -34.9% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 1y: compounded portfolio wealth divided by compounded XLP 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…
1y analysis · Full analysis span regression · 6 months rolling