+75.6%
BAC vs XLF
+62.9%
+12.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | +0.2% |
| 7D | -0.3% | -2.9% | +2.6% | +3.3% |
| 30D | -1.8% | -1.6% | -0.1% | +0.2% |
| 3M | +15.3% | +9.3% | +6.0% | +3.3% |
| 6M | +30.2% | +14.6% | +15.6% | +10.1% |
| YTD | +15.6% | +4.7% | +10.8% | +9.3% |
| 1Y | +27.5% | +8.6% | +18.8% | +15.2% |
| 3Y | +137.0% | +73.9% | +63.2% | +20.8% |
| 5Y | +75.6% | +65.0% | +10.5% | -3.0% |
| All | +75.6% | +62.9% | +12.7% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling