+947.4%
BA vs XLU
+633.0%
+314.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +1.2% | +0.8% | +0.3% | +0.6% |
| 30D | -11.6% | -1.3% | -10.3% | -10.9% |
| 3M | -2.4% | -1.3% | -1.0% | -1.7% |
| 6M | -6.6% | -7.6% | +1.0% | -1.9% |
| YTD | -2.2% | +2.3% | -4.5% | -4.3% |
| 1Y | -8.0% | +5.8% | -13.8% | -12.1% |
| 3Y | -5.0% | +50.5% | -55.5% | -30.0% |
| 5Y | -2.7% | +44.1% | -46.8% | -27.0% |
| 10Y | +75.9% | +138.2% | -62.3% | -3.3% |
| All | +947.4% | +633.0% | +314.4% | +174.5% |
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