+19.4%
XLK vs BA
-12.3%
+31.8%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +3.4% | -1.1% | +4.5% | +3.6% |
| 30D | -10.6% | -7.1% | -3.5% | -9.4% |
| 3M | -10.6% | -25.5% | +14.9% | -4.6% |
| 6M | -3.5% | -28.7% | +25.2% | +3.7% |
| YTD | +18.7% | -21.0% | +39.7% | +22.0% |
| 1Y | +19.4% | -11.9% | +31.3% | +20.6% |
| All | +19.4% | -12.3% | +31.8% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling