-10.6%
BA vs XBI
+47.5%
-58.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.5% | +1.4% |
| 7D | +5.9% | +1.0% | +4.9% | +5.6% |
| 30D | -8.2% | +1.9% | -10.0% | -8.7% |
| 3M | -25.4% | +4.8% | -30.1% | -27.0% |
| 6M | -20.0% | +19.3% | -39.3% | -26.3% |
| YTD | -18.5% | +30.6% | -49.1% | -26.9% |
| 1Y | -10.6% | +47.9% | -58.5% | -18.8% |
| All | -10.6% | +47.5% | -58.1% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 1y: compounded portfolio wealth divided by compounded XBI 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…
1y analysis · Full analysis span regression · 6 months rolling