+246.4%
XLF vs BA
+73.1%
+173.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | +0.2% | +2.5% | -2.3% | -0.6% |
| 30D | -0.5% | -10.1% | +9.6% | +2.8% |
| 3M | +10.6% | -2.4% | +13.0% | +11.0% |
| 6M | +14.3% | -8.8% | +23.1% | +16.5% |
| YTD | +5.5% | -2.9% | +8.5% | +5.1% |
| 1Y | +9.6% | -8.8% | +18.3% | +10.8% |
| 3Y | +75.2% | -0.3% | +75.4% | +65.9% |
| 5Y | +65.5% | -0.3% | +65.8% | +50.9% |
| 10Y | +246.4% | +72.3% | +174.1% | +111.8% |
| All | +246.4% | +73.1% | +173.4% | +111.8% |
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