+224.2%
XLF vs BA
+27.6%
+196.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | +6.5% | -8.9% | +15.4% | +9.4% |
| 3M | +1.2% | -25.5% | +26.7% | +10.5% |
| 6M | +14.6% | -27.0% | +41.5% | +25.1% |
| YTD | +7.7% | -20.1% | +27.9% | +13.6% |
| 1Y | +11.8% | -11.0% | +22.8% | +13.5% |
| 3Y | +80.1% | -11.8% | +91.9% | +76.4% |
| 5Y | +59.0% | -20.6% | +79.6% | +55.6% |
| 10Y | +224.2% | +26.6% | +197.6% | +142.5% |
| All | +224.2% | +27.6% | +196.5% | +142.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling