-22.1%
BA vs XLU
+49.0%
-71.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +1.1% | -0.7% | +1.8% | +1.4% |
| 30D | -7.9% | +4.8% | -12.7% | -10.0% |
| 3M | -25.3% | +0.2% | -25.5% | -25.5% |
| 6M | -24.6% | -4.3% | -20.2% | -23.2% |
| YTD | -20.1% | +3.1% | -23.3% | -21.7% |
| 1Y | -11.8% | +0.3% | -12.0% | -12.4% |
| 3Y | -10.1% | +52.9% | -63.0% | -29.2% |
| All | -22.1% | +49.0% | -71.1% | -38.9% |
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