+145.7%
XLK vs BA
-1.3%
+147.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +2.3% | +2.5% | -0.2% | +1.5% |
| 30D | -0.1% | -10.1% | +10.1% | +3.3% |
| 3M | +2.1% | -2.4% | +4.5% | +2.6% |
| 6M | +37.2% | -8.8% | +46.0% | +40.1% |
| YTD | +30.8% | -2.9% | +33.8% | +30.6% |
| 1Y | +42.6% | -8.8% | +51.4% | +44.7% |
| 3Y | +121.8% | -0.3% | +122.1% | +110.2% |
| 5Y | +145.7% | -0.3% | +146.0% | +115.8% |
| All | +145.7% | -1.3% | +147.0% | +115.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling