+28.8%
BAC vs XLB
+14.8%
+14.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | +1.2% | -0.2% | +1.4% | +1.3% |
| 30D | -0.7% | -1.7% | +1.0% | -0.1% |
| 3M | +16.9% | +4.4% | +12.6% | +14.7% |
| 6M | +29.6% | +5.0% | +24.6% | +26.5% |
| YTD | +15.3% | +15.5% | -0.2% | +6.4% |
| 1Y | +28.8% | +14.9% | +13.9% | +17.9% |
| All | +28.8% | +14.8% | +14.0% | +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