+88.7%
BAC vs XLP
+43.9%
+44.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.9% | -3.4% |
| 7D | -2.7% | +3.5% | -6.2% | -3.7% |
| 30D | -8.0% | +11.6% | -19.6% | -11.2% |
| 3M | -20.9% | +7.6% | -28.6% | -22.8% |
| 6M | -5.4% | +10.0% | -15.4% | -8.5% |
| YTD | -8.1% | +19.7% | -27.8% | -15.6% |
| 1Y | -3.1% | +23.5% | -26.6% | -12.6% |
| All | +88.7% | +43.9% | +44.8% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling