+755.7%
BA vs XLU
+639.2%
+116.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | +1.1% | -0.7% | +1.8% | +1.6% |
| 30D | -7.9% | +4.8% | -12.7% | -10.9% |
| 3M | -25.3% | +0.2% | -25.5% | -25.6% |
| 6M | -24.6% | -4.3% | -20.2% | -22.8% |
| YTD | -20.1% | +3.1% | -23.3% | -22.4% |
| 1Y | -11.8% | +0.3% | -12.0% | -12.8% |
| 3Y | -10.1% | +52.9% | -63.0% | -34.5% |
| 5Y | -22.7% | +49.1% | -71.9% | -43.4% |
| 10Y | +35.1% | +146.6% | -111.5% | -27.5% |
| All | +755.7% | +639.2% | +116.4% | +122.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling