+263.2%
BAC vs XLP
+126.4%
+136.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | +0.4% |
| 7D | -1.2% | +0.7% | -1.9% | -1.8% |
| 30D | -7.7% | +10.3% | -17.9% | -15.6% |
| 3M | -21.2% | +6.5% | -27.7% | -25.8% |
| 6M | -6.8% | +8.4% | -15.2% | -14.3% |
| YTD | -8.7% | +18.2% | -26.9% | -23.3% |
| 1Y | -5.3% | +22.4% | -27.7% | -23.2% |
| 3Y | +87.4% | +41.9% | +45.5% | +28.7% |
| 5Y | +18.9% | +40.9% | -21.9% | -18.4% |
| All | +263.2% | +126.4% | +136.8% | +91.4% |
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