+1,472.6%
XLK vs BA
+947.4%
+525.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | +0.9% | +1.2% | -0.3% | +0.5% |
| 30D | +0.7% | -11.6% | +12.4% | +5.0% |
| 3M | -2.9% | -2.4% | -0.6% | -2.5% |
| 6M | +34.3% | -6.6% | +40.9% | +36.2% |
| YTD | +30.4% | -2.2% | +32.6% | +30.0% |
| 1Y | +43.4% | -8.0% | +51.4% | +45.2% |
| 3Y | +116.8% | -5.0% | +121.8% | +110.2% |
| 5Y | +144.0% | -2.7% | +146.7% | +126.4% |
| 10Y | +778.8% | +75.9% | +702.9% | +454.8% |
| All | +1,472.6% | +947.4% | +525.2% | +398.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling