-4.7%
BAC vs XLC
-4.7%
+0.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | +0.1% |
| 7D | +1.5% | +3.1% | -1.6% | +0.2% |
| 30D | -6.4% | -4.2% | -2.2% | -5.1% |
| 3M | -21.7% | -2.1% | -19.5% | -21.3% |
| 6M | +0.5% | -6.6% | +7.1% | +3.5% |
| YTD | -6.7% | -7.8% | +1.1% | -3.8% |
| 1Y | -4.7% | -4.1% | -0.6% | -5.0% |
| All | -4.7% | -4.7% | +0.1% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling