+26.5%
BAC vs XLF
+9.9%
+16.6%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | +0.3% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | -0.9% | +0.2% | -1.1% | -1.1% |
| 3M | +16.3% | +11.7% | +4.6% | +2.4% |
| 6M | +26.0% | +13.8% | +12.2% | +8.7% |
| YTD | +15.2% | +7.0% | +8.2% | +6.4% |
| 1Y | +26.5% | +9.1% | +17.4% | +14.5% |
| All | +26.5% | +9.9% | +16.6% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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