+391.8%
BAC vs XLB
+159.0%
+232.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | +0.5% |
| 7D | +1.2% | -0.2% | +1.4% | +1.4% |
| 30D | -0.7% | -1.7% | +1.0% | +0.9% |
| 3M | +16.9% | +4.4% | +12.6% | +11.3% |
| 6M | +29.6% | +5.0% | +24.6% | +22.0% |
| YTD | +15.3% | +15.5% | -0.2% | -2.3% |
| 1Y | +28.8% | +14.9% | +13.9% | +9.4% |
| 3Y | +136.4% | +34.5% | +101.9% | +68.3% |
| 5Y | +72.9% | +36.5% | +36.4% | +19.5% |
| 10Y | +391.8% | +159.6% | +232.2% | +57.2% |
| All | +391.8% | +159.0% | +232.8% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 10y: compounded portfolio wealth divided by compounded XLB 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…
10y analysis · Full analysis span regression · 6 months rolling