+21.7%
BAC vs XLU
+52.7%
-31.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.5% | +1.2% | +0.3% | +0.9% |
| 30D | -6.4% | +4.6% | -11.0% | -8.4% |
| 3M | -21.7% | +0.7% | -22.3% | -22.0% |
| 6M | +0.5% | -1.7% | +2.2% | +1.1% |
| YTD | -6.7% | +4.8% | -11.5% | -9.7% |
| 1Y | -4.7% | +0.2% | -4.9% | -5.6% |
| 3Y | +96.1% | +58.9% | +37.2% | +50.2% |
| 5Y | +21.7% | +52.8% | -31.1% | -5.8% |
| All | +21.7% | +52.7% | -31.0% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling