+549.0%
XLF vs BAH
+1,076.0%
-527.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +2.7% | +1.7% | +0.9% | +2.2% |
| 30D | +7.6% | +20.8% | -13.2% | +2.3% |
| 3M | +1.1% | +11.6% | -10.5% | -2.2% |
| 6M | +15.9% | +23.1% | -7.2% | +8.5% |
| YTD | +8.4% | +5.3% | +3.2% | +4.7% |
| 1Y | +12.5% | +6.1% | +6.4% | +8.1% |
| 3Y | +81.6% | -27.5% | +109.0% | +86.1% |
| 5Y | +59.3% | +6.2% | +53.1% | +41.6% |
| 10Y | +225.4% | +202.2% | +23.2% | +106.1% |
| All | +549.0% | +1,076.0% | -527.0% | +144.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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