+36.5%
XLB vs BAH
-3.4%
+40.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | -0.1% |
| 7D | -1.4% | -3.2% | +1.9% | -0.9% |
| 30D | -0.4% | +2.0% | -2.4% | -0.7% |
| 3M | +2.0% | -7.6% | +9.6% | +2.9% |
| 6M | +1.8% | -5.7% | +7.5% | +2.0% |
| YTD | +16.6% | -11.7% | +28.3% | +17.4% |
| 1Y | +16.9% | -27.4% | +44.3% | +21.8% |
| 3Y | +32.6% | -32.5% | +65.1% | +33.4% |
| All | +36.5% | -3.4% | +40.0% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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