+422.3%
XLF vs BA
+947.4%
-525.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.1% |
| 7D | 0.0% | +1.2% | -1.2% | -0.5% |
| 30D | +0.2% | -11.6% | +11.8% | +5.2% |
| 3M | +11.7% | -2.4% | +14.1% | +12.1% |
| 6M | +13.8% | -6.6% | +20.4% | +15.3% |
| YTD | +7.0% | -2.2% | +9.2% | +6.0% |
| 1Y | +9.1% | -8.0% | +17.2% | +10.1% |
| 3Y | +75.6% | -5.0% | +80.6% | +66.4% |
| 5Y | +66.4% | -2.7% | +69.1% | +48.1% |
| 10Y | +250.3% | +75.9% | +174.4% | +92.7% |
| All | +422.3% | +947.4% | -525.1% | +30.1% |
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