+20.6%
BAC vs XLF
+59.7%
-39.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.7% |
| 7D | -1.9% | -1.0% | -0.9% | -0.7% |
| 30D | -7.2% | +6.5% | -13.7% | -14.1% |
| 3M | -20.4% | +1.8% | -22.2% | -22.2% |
| 6M | +1.3% | +15.4% | -14.1% | -15.0% |
| YTD | -6.4% | +8.4% | -14.8% | -15.1% |
| 1Y | -3.5% | +11.9% | -15.4% | -15.9% |
| 3Y | +96.7% | +81.1% | +15.6% | -4.5% |
| 5Y | +20.6% | +59.5% | -38.9% | -31.1% |
| All | +20.6% | +59.7% | -39.1% | -31.1% |
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