+67.4%
XLF vs BA
-1.7%
+69.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | 0.0% | +1.2% | -1.2% | -0.3% |
| 30D | +0.2% | -11.6% | +11.8% | +3.2% |
| 3M | +11.7% | -2.4% | +14.1% | +12.0% |
| 6M | +13.8% | -6.6% | +20.4% | +14.8% |
| YTD | +7.0% | -2.2% | +9.2% | +6.5% |
| 1Y | +9.1% | -8.0% | +17.2% | +10.0% |
| 3Y | +75.6% | -5.0% | +80.6% | +70.7% |
| All | +67.4% | -1.7% | +69.1% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling