+133.1%
XLC vs BAH
+123.4%
+9.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.1% |
| 7D | +7.1% | -1.5% | +8.6% | +7.4% |
| 30D | -2.7% | +17.3% | -20.0% | -6.4% |
| 3M | -3.2% | +14.9% | -18.0% | -6.6% |
| 6M | -7.7% | +14.2% | -21.9% | -11.3% |
| YTD | -8.0% | +5.1% | -13.1% | -10.8% |
| 1Y | -3.1% | +2.1% | -5.1% | -5.6% |
| 3Y | +64.9% | -26.0% | +90.9% | +66.4% |
| 5Y | +39.5% | +9.0% | +30.6% | +17.6% |
| All | +133.1% | +123.4% | +9.7% | +34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling