+8.6%
XLF vs BA
-10.6%
+19.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.2% |
| 7D | -1.0% | -1.2% | +0.1% | -0.9% |
| 30D | -1.3% | -11.3% | +10.0% | +0.2% |
| 3M | +9.1% | -3.8% | +12.9% | +9.6% |
| 6M | +14.4% | -8.3% | +22.6% | +14.4% |
| YTD | +5.1% | -4.9% | +10.0% | +4.7% |
| 1Y | +8.6% | -10.1% | +18.7% | +8.2% |
| All | +8.6% | -10.6% | +19.3% | +8.2% |
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