+391.9%
BAC vs XLU
+141.2%
+250.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.4% |
| 7D | -0.3% | -1.2% | +0.9% | +0.4% |
| 30D | -1.8% | -2.5% | +0.8% | -0.3% |
| 3M | +15.3% | -2.7% | +18.0% | +16.9% |
| 6M | +30.2% | -7.5% | +37.6% | +35.4% |
| YTD | +15.6% | +0.9% | +14.6% | +13.9% |
| 1Y | +27.5% | +3.3% | +24.2% | +23.7% |
| 3Y | +137.0% | +47.3% | +89.7% | +84.1% |
| 5Y | +75.6% | +44.4% | +31.2% | +36.0% |
| All | +391.9% | +141.2% | +250.7% | +281.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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