+26.6%
BA vs XLP
+129.0%
-102.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.4% |
| 7D | 0.0% | +2.3% | -2.3% | -2.3% |
| 30D | -8.9% | +9.1% | -18.0% | -16.8% |
| 3M | -25.5% | +7.9% | -33.4% | -31.4% |
| 6M | -27.0% | +9.6% | -36.6% | -34.3% |
| YTD | -20.1% | +19.4% | -39.6% | -34.6% |
| 1Y | -11.0% | +22.4% | -33.4% | -29.2% |
| 3Y | -11.8% | +43.2% | -55.0% | -42.7% |
| 5Y | -20.6% | +42.6% | -63.2% | -48.8% |
| 10Y | +26.6% | +135.4% | -108.8% | -44.8% |
| All | +26.6% | +129.0% | -102.4% | -44.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling