+169.4%
XLV vs BA
+80.3%
+89.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -2.9% | -0.6% |
| 7D | -3.6% | -0.8% | -2.7% | -3.4% |
| 30D | -1.8% | -9.0% | +7.1% | -0.4% |
| 3M | +7.8% | -5.0% | +12.8% | +8.4% |
| 6M | +9.1% | -1.7% | +10.8% | +8.9% |
| YTD | +7.7% | -3.1% | +10.8% | +7.6% |
| 1Y | +20.4% | -4.3% | +24.8% | +20.3% |
| 3Y | +30.8% | -0.3% | +31.0% | +27.2% |
| 5Y | +34.6% | +0.1% | +34.6% | +27.7% |
| All | +169.4% | +80.3% | +89.1% | +107.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling