+235.7%
BAC vs XLB
+818.2%
-582.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | 0.0% |
| 7D | -1.2% | -1.5% | +0.3% | +0.3% |
| 30D | -7.7% | +6.1% | -13.7% | -12.9% |
| 3M | -21.2% | 0.0% | -21.2% | -21.5% |
| 6M | -6.8% | 0.0% | -6.8% | -7.7% |
| YTD | -8.7% | +16.0% | -24.7% | -22.4% |
| 1Y | -5.3% | +24.7% | -30.0% | -25.1% |
| 3Y | +87.4% | +40.4% | +47.1% | +30.7% |
| 5Y | +18.9% | +30.7% | -11.7% | -11.7% |
| 10Y | +273.3% | +173.3% | +100.0% | +38.1% |
| All | +235.7% | +818.2% | -582.4% | -45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling