+18.0%
BAC vs XLB
+29.2%
-11.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.1% |
| 7D | -1.2% | -1.5% | +0.3% | 0.0% |
| 30D | -7.7% | +6.1% | -13.7% | -12.0% |
| 3M | -21.2% | 0.0% | -21.2% | -21.4% |
| 6M | -6.8% | 0.0% | -6.8% | -7.4% |
| YTD | -8.7% | +16.0% | -24.7% | -20.7% |
| 1Y | -5.3% | +24.7% | -30.0% | -22.8% |
| 3Y | +87.4% | +40.4% | +47.1% | +36.4% |
| All | +18.0% | +29.2% | -11.3% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling