-0.3%
BA vs XLY
+35.2%
-35.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.1% |
| 7D | -0.8% | -1.7% | +0.8% | +0.5% |
| 30D | -9.0% | -4.2% | -4.8% | -6.0% |
| 3M | -5.0% | -2.7% | -2.4% | -3.3% |
| 6M | -1.7% | -0.6% | -1.1% | -1.2% |
| YTD | -3.1% | -5.0% | +2.0% | +0.4% |
| 1Y | -4.3% | -4.1% | -0.2% | -1.9% |
| 3Y | -0.3% | +33.6% | -33.9% | -24.1% |
| All | -0.3% | +35.2% | -35.4% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 3y: compounded portfolio wealth divided by compounded XLY 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…
3y analysis · Full analysis span regression · 6 months rolling