-0.9%
BA vs XLP
+32.7%
-33.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.4% |
| 7D | +1.2% | -1.0% | +2.2% | +1.9% |
| 30D | -11.6% | -0.9% | -10.8% | -11.2% |
| 3M | -2.4% | +3.8% | -6.2% | -5.5% |
| 6M | -6.6% | -1.7% | -4.9% | -5.9% |
| YTD | -2.2% | +10.3% | -12.5% | -9.7% |
| 1Y | -8.0% | +7.8% | -15.8% | -13.7% |
| 3Y | -5.0% | +27.2% | -32.2% | -23.5% |
| All | -0.9% | +32.7% | -33.7% | -23.1% |
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