+105.5%
BAC vs XLC
+128.7%
-23.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -1.0% |
| 7D | -1.2% | +4.9% | -6.1% | -4.7% |
| 30D | -7.7% | -5.8% | -1.8% | -3.4% |
| 3M | -21.2% | -5.4% | -15.7% | -18.0% |
| 6M | -6.8% | -10.2% | +3.3% | +0.4% |
| YTD | -8.7% | -10.2% | +1.5% | -1.7% |
| 1Y | -5.3% | -5.6% | +0.3% | -2.0% |
| 3Y | +87.4% | +61.0% | +26.5% | +26.1% |
| 5Y | +18.9% | +35.2% | -16.3% | -7.9% |
| All | +105.5% | +128.7% | -23.3% | -13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling