+31.1%
BA vs XLP
+129.4%
-98.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.8% | -1.8% |
| 7D | -0.1% | +3.5% | -3.6% | -3.5% |
| 30D | -9.1% | +11.6% | -20.7% | -18.7% |
| 3M | -28.2% | +7.6% | -35.8% | -33.6% |
| 6M | -23.1% | +10.0% | -33.1% | -31.1% |
| YTD | -20.6% | +19.7% | -40.3% | -35.0% |
| 1Y | -12.7% | +23.5% | -36.2% | -31.0% |
| 3Y | -11.6% | +44.0% | -55.5% | -42.6% |
| 5Y | -23.1% | +42.7% | -65.8% | -50.2% |
| All | +31.1% | +129.4% | -98.3% | -40.8% |
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