+251.7%
BAC vs XLB
+173.6%
+78.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +0.4% |
| 7D | +2.0% | -1.4% | +3.3% | +3.4% |
| 30D | -6.9% | +7.1% | -14.0% | -13.2% |
| 3M | -19.6% | +0.6% | -20.2% | -20.3% |
| 6M | -0.5% | +3.5% | -3.9% | -4.8% |
| YTD | -6.6% | +18.2% | -24.9% | -22.8% |
| 1Y | -3.0% | +25.6% | -28.6% | -24.7% |
| 3Y | +97.3% | +46.7% | +50.6% | +28.0% |
| 5Y | +21.9% | +30.9% | -9.0% | -11.5% |
| 10Y | +251.7% | +167.7% | +83.9% | +4.6% |
| All | +251.7% | +173.6% | +78.1% | +4.6% |
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