+789.4%
XLK vs BA
+76.8%
+712.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.6% |
| 7D | +2.3% | -1.2% | +3.5% | +2.7% |
| 30D | +0.8% | -11.3% | +12.2% | +4.3% |
| 3M | +4.1% | -3.8% | +7.8% | +4.9% |
| 6M | +34.8% | -8.3% | +43.0% | +37.2% |
| YTD | +30.8% | -4.9% | +35.7% | +31.5% |
| 1Y | +42.4% | -10.1% | +52.4% | +44.9% |
| 3Y | +121.8% | -2.3% | +124.1% | +114.3% |
| 5Y | +146.6% | -3.5% | +150.1% | +131.6% |
| All | +789.4% | +76.8% | +712.6% | +618.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling