-4.1%
XLC vs BAH
+2.1%
-6.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.3% |
| 7D | +7.1% | -1.5% | +8.6% | +7.2% |
| 30D | -2.7% | +17.3% | -20.0% | -4.0% |
| 3M | -3.2% | +14.9% | -18.0% | -4.3% |
| 6M | -7.7% | +14.2% | -21.9% | -9.0% |
| YTD | -8.0% | +5.1% | -13.1% | -9.4% |
| All | -4.1% | +2.1% | -6.1% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling