+112.0%
XLK vs BA
-22.5%
+134.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.9% |
| 7D | -1.9% | -1.7% | -0.2% | -1.4% |
| 30D | -14.0% | -9.5% | -4.6% | -11.6% |
| 3M | -9.0% | -26.5% | +17.5% | -0.3% |
| 6M | -2.4% | -27.4% | +25.0% | +6.8% |
| YTD | +19.1% | -20.6% | +39.7% | +26.0% |
| 1Y | +19.2% | -11.4% | +30.6% | +21.4% |
| 3Y | +99.1% | -10.8% | +109.9% | +93.6% |
| 5Y | +112.0% | -21.9% | +133.9% | +101.6% |
| All | +112.0% | -22.5% | +134.5% | +101.6% |
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 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