+64.7%
XLC vs BAH
-26.8%
+91.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.1% |
| 7D | +3.7% | +1.7% | +2.0% | +3.6% |
| 30D | -1.9% | +20.8% | -22.7% | -3.4% |
| 3M | -3.1% | +11.6% | -14.7% | -4.0% |
| 6M | -6.4% | +23.1% | -29.5% | -8.0% |
| YTD | -6.8% | +5.3% | -12.1% | -7.8% |
| 1Y | -1.7% | +6.1% | -7.8% | -2.9% |
| 3Y | +64.7% | -27.5% | +92.2% | +64.9% |
| All | +64.7% | -26.8% | +91.5% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling