+244.2%
BAC vs XLI
+1,094.8%
-850.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -1.6% |
| 7D | -1.9% | +0.9% | -2.8% | -3.1% |
| 30D | -7.2% | +1.1% | -8.2% | -8.6% |
| 3M | -20.4% | -7.7% | -12.7% | -12.6% |
| 6M | +1.3% | -1.8% | +3.1% | +2.2% |
| YTD | -6.4% | +11.1% | -17.5% | -19.7% |
| 1Y | -3.5% | +12.1% | -15.6% | -18.2% |
| 3Y | +96.7% | +73.8% | +22.9% | -4.3% |
| 5Y | +20.6% | +73.8% | -53.2% | -41.6% |
| 10Y | +233.0% | +231.7% | +1.3% | -28.2% |
| All | +244.2% | +1,094.8% | -850.5% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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