+110.0%
BAC vs XLC
+134.8%
-24.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | +0.4% |
| 7D | +1.5% | +3.1% | -1.6% | -0.9% |
| 30D | -6.4% | -4.2% | -2.2% | -3.3% |
| 3M | -21.7% | -2.1% | -19.5% | -20.7% |
| 6M | +0.5% | -6.6% | +7.1% | +5.1% |
| YTD | -6.7% | -7.8% | +1.1% | -1.6% |
| 1Y | -4.7% | -4.1% | -0.6% | -2.6% |
| 3Y | +96.1% | +62.6% | +33.5% | +31.0% |
| 5Y | +21.7% | +39.6% | -17.9% | -8.1% |
| All | +110.0% | +134.8% | -24.8% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 10y: compounded portfolio wealth divided by compounded XLC 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…
10y analysis · Full analysis span regression · 6 months rolling