+237.7%
BAC vs XLP
+129.0%
+108.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.1% |
| 7D | +2.1% | +2.3% | -0.3% | +0.1% |
| 30D | -6.7% | +9.1% | -15.8% | -13.9% |
| 3M | -20.2% | +7.9% | -28.1% | -25.8% |
| 6M | -0.2% | +9.6% | -9.8% | -9.2% |
| YTD | -6.4% | +19.4% | -25.8% | -22.3% |
| 1Y | -3.1% | +22.4% | -25.5% | -21.5% |
| 3Y | +96.7% | +43.2% | +53.6% | +33.3% |
| 5Y | +21.3% | +42.6% | -21.3% | -18.3% |
| 10Y | +237.7% | +135.4% | +102.3% | +75.2% |
| All | +237.7% | +129.0% | +108.7% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 10y: compounded portfolio wealth divided by compounded XLP 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…
10y analysis · Full analysis span regression · 6 months rolling