-10.0%
BA vs XLU
+4.7%
-14.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -2.7% | -1.2% | -1.5% | -2.3% |
| 30D | -12.2% | -2.5% | -9.6% | -11.4% |
| 3M | -2.0% | -2.7% | +0.7% | -1.3% |
| 6M | -6.0% | -7.5% | +1.5% | -3.3% |
| YTD | -5.7% | +0.9% | -6.6% | -5.7% |
| 1Y | -10.0% | +3.3% | -13.3% | -11.7% |
| All | -10.0% | +4.7% | -14.7% | -11.7% |
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