-2.6%
BA vs XLY
+26.1%
-28.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.4% |
| 7D | -2.7% | -3.9% | +1.2% | +0.3% |
| 30D | -12.2% | -6.1% | -6.1% | -7.8% |
| 3M | -2.0% | -1.2% | -0.9% | -1.3% |
| 6M | -6.0% | -1.8% | -4.2% | -4.6% |
| YTD | -5.7% | -5.9% | +0.2% | -1.5% |
| 1Y | -10.0% | -3.1% | -6.9% | -8.4% |
| 3Y | -3.1% | +36.0% | -39.0% | -25.6% |
| 5Y | -2.6% | +27.6% | -30.2% | -21.3% |
| All | -2.6% | +26.1% | -28.7% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling