+392.9%
BAC vs XLY
+220.9%
+172.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.5% |
| 7D | 0.0% | -1.7% | +1.7% | +1.4% |
| 30D | -2.8% | -4.2% | +1.4% | +0.5% |
| 3M | +14.2% | -2.7% | +16.9% | +16.1% |
| 6M | +30.5% | -0.6% | +31.2% | +29.8% |
| YTD | +15.8% | -5.0% | +20.8% | +19.4% |
| 1Y | +26.2% | -4.1% | +30.3% | +28.4% |
| 3Y | +136.5% | +33.6% | +102.9% | +78.4% |
| 5Y | +75.9% | +28.7% | +47.2% | +32.0% |
| All | +392.9% | +220.9% | +172.0% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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