-23.1%
BA vs XLP
+43.0%
-66.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.8% | -2.1% |
| 7D | -0.1% | +3.5% | -3.6% | -2.3% |
| 30D | -9.1% | +11.6% | -20.7% | -15.5% |
| 3M | -28.2% | +7.6% | -35.8% | -31.7% |
| 6M | -23.1% | +10.0% | -33.1% | -28.4% |
| YTD | -20.6% | +19.7% | -40.3% | -30.5% |
| 1Y | -12.7% | +23.5% | -36.2% | -25.6% |
| 3Y | -11.6% | +44.0% | -55.5% | -35.0% |
| 5Y | -23.1% | +42.7% | -65.8% | -43.2% |
| All | -23.1% | +43.0% | -66.1% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling