+244.2%
BAC vs XLF
+425.7%
-181.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.8% |
| 7D | -1.9% | -1.0% | -0.9% | -0.6% |
| 30D | -7.2% | +6.5% | -13.7% | -14.6% |
| 3M | -20.4% | +1.8% | -22.2% | -22.3% |
| 6M | +1.3% | +15.4% | -14.1% | -16.1% |
| YTD | -6.4% | +8.4% | -14.8% | -15.7% |
| 1Y | -3.5% | +11.9% | -15.4% | -16.7% |
| 3Y | +96.7% | +81.1% | +15.6% | -8.9% |
| 5Y | +20.6% | +59.5% | -38.9% | -33.5% |
| 10Y | +233.0% | +225.2% | +7.9% | -24.9% |
| All | +244.2% | +425.7% | -181.5% | -43.4% |
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