+22.6%
BAC vs XLB
+28.0%
-5.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.2% |
| 7D | +3.2% | +0.5% | +2.7% | +2.8% |
| 30D | -0.7% | +5.2% | -5.9% | -4.7% |
| 3M | -20.0% | +0.3% | -20.3% | -20.3% |
| 6M | +3.4% | +1.2% | +2.3% | +1.8% |
| YTD | -5.7% | +16.6% | -22.4% | -18.5% |
| 1Y | -1.4% | +21.4% | -22.9% | -17.8% |
| 3Y | +97.9% | +43.2% | +54.7% | +41.4% |
| All | +22.6% | +28.0% | -5.4% | -5.1% |
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