+773.4%
BA vs XLP
+582.4%
+191.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.4% | -1.2% | -1.0% |
| 7D | +5.9% | +5.9% | 0.0% | +0.4% |
| 30D | -8.2% | +13.5% | -21.6% | -18.6% |
| 3M | -25.4% | +8.4% | -33.8% | -31.1% |
| 6M | -20.0% | +11.5% | -31.6% | -28.6% |
| YTD | -18.5% | +20.6% | -39.1% | -32.6% |
| 1Y | -10.6% | +24.3% | -34.9% | -28.3% |
| 3Y | -9.3% | +45.1% | -54.3% | -38.2% |
| 5Y | -16.9% | +44.6% | -61.5% | -43.4% |
| 10Y | +37.9% | +133.1% | -95.2% | -37.5% |
| All | +773.4% | +582.4% | +191.1% | +60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling