+243.1%
BAC vs XLF
+422.0%
-178.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.6% |
| 7D | +1.5% | +1.2% | +0.3% | -0.1% |
| 30D | -6.4% | +6.2% | -12.6% | -13.5% |
| 3M | -21.7% | +0.9% | -22.5% | -22.6% |
| 6M | +0.5% | +13.6% | -13.2% | -15.1% |
| YTD | -6.7% | +7.6% | -14.3% | -15.2% |
| 1Y | -4.7% | +10.2% | -14.8% | -16.0% |
| 3Y | +96.1% | +79.8% | +16.2% | -8.3% |
| 5Y | +21.7% | +58.0% | -36.3% | -32.1% |
| 10Y | +232.0% | +222.8% | +9.1% | -24.4% |
| All | +243.1% | +422.0% | -178.8% | -43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling