-1.5%
BAC vs XLF
+15.8%
-17.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.5% | +0.5% | 0.0% |
| 7D | +1.5% | +5.5% | -3.9% | -4.4% |
| 30D | -4.4% | +9.9% | -14.3% | -14.1% |
| 3M | -17.5% | +2.6% | -20.1% | -19.9% |
| 6M | -0.1% | +15.6% | -15.6% | -15.4% |
| YTD | -4.6% | +9.4% | -14.0% | -14.2% |
| 1Y | -1.5% | +14.7% | -16.2% | -15.6% |
| All | -1.5% | +15.8% | -17.3% | -15.6% |
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