+1,365.8%
XLK vs BA
+761.3%
+604.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.6% | +3.0% |
| 7D | -1.2% | -1.4% | +0.2% | -0.7% |
| 30D | -11.2% | -7.9% | -3.3% | -9.0% |
| 3M | -6.2% | -25.2% | +19.0% | +2.8% |
| 6M | -1.7% | -26.7% | +25.0% | +7.9% |
| YTD | +21.5% | -19.6% | +41.2% | +28.7% |
| 1Y | +19.6% | -10.6% | +30.2% | +21.8% |
| 3Y | +97.9% | -11.2% | +109.2% | +95.2% |
| 5Y | +118.9% | -20.4% | +139.3% | +116.6% |
| 10Y | +726.5% | +26.8% | +699.8% | +484.4% |
| All | +1,365.8% | +761.3% | +604.5% | +393.8% |
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