+136.5%
BAC vs XLY
+35.2%
+101.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.3% |
| 7D | 0.0% | -1.7% | +1.7% | +1.0% |
| 30D | -2.8% | -4.2% | +1.4% | -0.4% |
| 3M | +14.2% | -2.7% | +16.9% | +15.7% |
| 6M | +30.5% | -0.6% | +31.2% | +30.0% |
| YTD | +15.8% | -5.0% | +20.8% | +18.6% |
| 1Y | +26.2% | -4.1% | +30.3% | +28.0% |
| 3Y | +136.5% | +33.6% | +102.9% | +92.7% |
| All | +136.5% | +35.2% | +101.3% | +92.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling