+215.2%
XLY vs BAX
-38.1%
+253.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.3% |
| 7D | -1.7% | -7.9% | +6.2% | +0.5% |
| 30D | -4.2% | -11.7% | +7.5% | -0.9% |
| 3M | -2.7% | +16.2% | -18.9% | -7.1% |
| 6M | -0.6% | +32.0% | -32.6% | -8.8% |
| YTD | -5.0% | +24.7% | -29.7% | -12.4% |
| 1Y | -4.1% | -2.6% | -1.5% | -5.5% |
| 3Y | +33.6% | -35.0% | +68.6% | +43.9% |
| 5Y | +28.7% | -67.6% | +96.3% | +76.0% |
| All | +215.2% | -38.1% | +253.3% | +259.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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