+311.3%
XLB vs BAH
+1,056.2%
-745.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | +0.4% |
| 7D | -1.5% | -3.5% | +2.1% | -0.7% |
| 30D | +6.1% | +24.3% | -18.2% | +0.4% |
| 3M | 0.0% | +16.3% | -16.3% | -4.0% |
| 6M | 0.0% | +13.6% | -13.6% | -4.2% |
| YTD | +16.0% | +3.5% | +12.5% | +12.5% |
| 1Y | +24.7% | +2.7% | +22.0% | +20.9% |
| 3Y | +40.4% | -26.6% | +66.9% | +43.5% |
| 5Y | +30.7% | +8.5% | +22.1% | +16.7% |
| 10Y | +173.3% | +225.1% | -51.8% | +75.5% |
| All | +311.3% | +1,056.2% | -745.0% | +66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling