+12.5%
XLF vs BA
-12.3%
+24.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +2.7% | -1.1% | +3.8% | +2.8% |
| 30D | +7.6% | -7.1% | +14.8% | +8.5% |
| 3M | +1.1% | -25.5% | +26.6% | +5.0% |
| 6M | +15.9% | -28.7% | +44.6% | +20.5% |
| YTD | +8.4% | -21.0% | +29.5% | +10.5% |
| 1Y | +12.5% | -11.9% | +24.4% | +13.9% |
| All | +12.5% | -12.3% | +24.8% | +13.9% |
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