+325.8%
BAC vs XLU
+633.0%
-307.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +1.1% | +0.8% | +0.3% | +0.5% |
| 30D | -0.4% | -1.3% | +0.9% | +0.5% |
| 3M | +16.9% | -1.3% | +18.2% | +17.8% |
| 6M | +26.6% | -7.6% | +34.3% | +33.5% |
| YTD | +15.8% | +2.3% | +13.5% | +12.5% |
| 1Y | +27.2% | +5.8% | +21.4% | +20.2% |
| 3Y | +132.4% | +50.5% | +81.9% | +65.3% |
| 5Y | +72.6% | +44.1% | +28.5% | +24.1% |
| 10Y | +389.7% | +138.2% | +251.5% | +124.9% |
| All | +325.8% | +633.0% | -307.2% | -17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling