-10.6%
BA vs XLU
+0.7%
-11.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | +5.9% | +2.6% | +3.3% | +5.3% |
| 30D | -8.2% | +9.1% | -17.3% | -10.3% |
| 3M | -25.4% | -0.4% | -25.0% | -25.2% |
| 6M | -20.0% | -4.7% | -15.4% | -18.6% |
| YTD | -18.5% | +4.3% | -22.8% | -18.3% |
| 1Y | -10.6% | +1.0% | -11.6% | -10.3% |
| All | -10.6% | +0.7% | -11.3% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 1y: compounded portfolio wealth divided by compounded XLU 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…
1y analysis · Full analysis span regression · 6 months rolling