+415.6%
XLF vs BA
+755.7%
-340.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | +1.2% | +1.1% | +0.1% | +0.7% |
| 30D | +6.3% | -7.9% | +14.3% | +9.6% |
| 3M | -0.8% | -25.3% | +24.5% | +11.0% |
| 6M | +11.0% | -24.6% | +35.6% | +22.6% |
| YTD | +5.6% | -20.1% | +25.8% | +13.0% |
| 1Y | +10.8% | -11.8% | +22.5% | +13.2% |
| 3Y | +77.8% | -10.1% | +87.9% | +71.0% |
| 5Y | +55.6% | -22.7% | +78.4% | +51.7% |
| 10Y | +252.5% | +35.1% | +217.4% | +116.0% |
| All | +415.6% | +755.7% | -340.0% | +38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling