+1,096.1%
XLY vs BAX
+141.2%
+954.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.2% |
| 7D | -3.9% | -5.4% | +1.6% | -2.3% |
| 30D | -6.1% | -12.4% | +6.3% | -2.5% |
| 3M | -1.2% | +19.1% | -20.3% | -6.6% |
| 6M | -1.8% | +38.6% | -40.4% | -11.7% |
| YTD | -5.9% | +26.7% | -32.6% | -13.9% |
| 1Y | -3.1% | +1.0% | -4.1% | -5.9% |
| 3Y | +36.0% | -33.9% | +69.9% | +45.2% |
| 5Y | +27.6% | -67.0% | +94.6% | +66.6% |
| 10Y | +216.8% | -37.5% | +254.2% | +232.7% |
| All | +1,096.1% | +141.2% | +954.9% | +722.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling