+110.2%
BAC vs XLC
+134.3%
-24.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.2% | +0.4% |
| 7D | +2.0% | +7.1% | -5.1% | -3.2% |
| 30D | -6.9% | -2.7% | -4.2% | -5.0% |
| 3M | -19.6% | -3.2% | -16.4% | -17.9% |
| 6M | -0.5% | -7.7% | +7.2% | +5.0% |
| YTD | -6.6% | -8.0% | +1.4% | -1.3% |
| 1Y | -3.0% | -3.1% | +0.1% | -1.7% |
| 3Y | +97.3% | +64.9% | +32.4% | +30.4% |
| 5Y | +21.9% | +39.5% | -17.6% | -8.0% |
| All | +110.2% | +134.3% | -24.2% | -13.0% |
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