+14.7%
XLF vs BA
-12.3%
+27.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.4% | +3.2% |
| 7D | +5.5% | +5.9% | -0.4% | +4.7% |
| 30D | +9.9% | -8.2% | +18.0% | +11.0% |
| 3M | +2.6% | -25.4% | +28.0% | +6.5% |
| 6M | +15.6% | -20.0% | +35.6% | +18.4% |
| YTD | +9.4% | -18.5% | +27.9% | +11.0% |
| 1Y | +14.7% | -10.6% | +25.3% | +15.7% |
| All | +14.7% | -12.3% | +27.0% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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