-3.4%
BAC vs XLB
+24.8%
-28.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +1.4% |
| 7D | +2.0% | -1.4% | +3.3% | +2.6% |
| 30D | -6.9% | +7.1% | -14.0% | -9.6% |
| 3M | -19.6% | +0.6% | -20.2% | -19.8% |
| 6M | -0.5% | +3.5% | -3.9% | -2.1% |
| YTD | -6.6% | +18.2% | -24.9% | -17.5% |
| All | -3.4% | +24.8% | -28.1% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling