-11.9%
BA vs XLU
+1.0%
-12.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.2% |
| 7D | -1.1% | +2.1% | -3.2% | -1.6% |
| 30D | -7.1% | +5.6% | -12.7% | -8.4% |
| 3M | -25.5% | +0.7% | -26.3% | -25.5% |
| 6M | -28.7% | -0.1% | -28.7% | -28.6% |
| YTD | -21.0% | +5.3% | -26.3% | -21.1% |
| 1Y | -11.9% | +2.2% | -14.0% | -12.1% |
| All | -11.9% | +1.0% | -12.9% | -12.1% |
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