+139.4%
BAC vs XLC
+74.0%
+65.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.7% |
| 7D | +1.1% | -0.8% | +1.9% | +1.7% |
| 30D | -0.4% | +1.0% | -1.4% | -1.2% |
| 3M | +16.9% | -0.7% | +17.6% | +17.2% |
| 6M | +26.6% | -5.1% | +31.8% | +31.0% |
| YTD | +15.8% | -4.3% | +20.1% | +18.9% |
| 1Y | +27.2% | -0.6% | +27.7% | +26.9% |
| All | +139.4% | +74.0% | +65.4% | +73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling