-0.3%
BA vs XLU
+47.4%
-47.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.1% |
| 7D | +2.5% | +2.1% | +0.4% | +1.5% |
| 30D | -10.1% | -0.4% | -9.7% | -10.0% |
| 3M | -2.4% | +0.5% | -2.9% | -2.8% |
| 6M | -8.8% | -5.8% | -3.0% | -6.4% |
| YTD | -2.9% | +3.1% | -6.1% | -4.7% |
| 1Y | -8.8% | +8.1% | -16.9% | -12.6% |
| 3Y | -0.3% | +50.5% | -50.8% | -20.5% |
| 5Y | -0.3% | +44.7% | -45.0% | -14.9% |
| All | -0.3% | +47.4% | -47.7% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling