+423.1%
XLF vs BA
+750.6%
-327.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.0% | +1.7% |
| 7D | +0.7% | -1.7% | +2.5% | +1.5% |
| 30D | +6.0% | -9.5% | +15.4% | +9.9% |
| 3M | +1.0% | -26.5% | +27.5% | +13.7% |
| 6M | +14.0% | -27.4% | +41.3% | +27.8% |
| YTD | +7.2% | -20.6% | +27.8% | +14.9% |
| 1Y | +11.6% | -11.4% | +23.0% | +13.9% |
| 3Y | +81.2% | -10.8% | +92.0% | +74.8% |
| 5Y | +57.9% | -21.9% | +79.8% | +53.1% |
| 10Y | +234.4% | +28.1% | +206.3% | +110.2% |
| All | +423.1% | +750.6% | -327.5% | +40.9% |
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 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