+11.2%
XLF vs BA
-12.0%
+23.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.0% | +1.5% |
| 7D | +0.7% | -1.7% | +2.5% | +1.0% |
| 30D | +6.0% | -9.5% | +15.4% | +7.2% |
| 3M | +1.0% | -26.5% | +27.5% | +5.1% |
| 6M | +14.0% | -27.4% | +41.3% | +18.3% |
| YTD | +7.2% | -20.6% | +27.8% | +9.1% |
| All | +11.2% | -12.0% | +23.2% | +12.4% |
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