+761.3%
BA vs XLU
+651.1%
+110.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.5% |
| 7D | -1.4% | +0.5% | -1.9% | -1.7% |
| 30D | -7.9% | +5.3% | -13.2% | -11.1% |
| 3M | -25.2% | +1.2% | -26.3% | -26.0% |
| 6M | -26.7% | -1.6% | -25.1% | -26.4% |
| YTD | -19.6% | +4.8% | -24.4% | -22.7% |
| 1Y | -10.6% | +0.5% | -11.1% | -11.7% |
| 3Y | -11.2% | +58.9% | -70.1% | -37.0% |
| 5Y | -20.4% | +52.7% | -73.2% | -42.7% |
| 10Y | +26.8% | +161.0% | -134.2% | -34.3% |
| All | +761.3% | +651.1% | +110.2% | +121.5% |
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