+23.3%
BA vs XBI
+129.6%
-106.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -1.1% | -1.1% | 0.0% | -0.6% |
| 30D | -7.1% | +2.6% | -9.7% | -8.9% |
| 3M | -25.5% | -4.0% | -21.5% | -24.9% |
| 6M | -28.7% | +10.9% | -39.6% | -33.5% |
| YTD | -21.0% | +23.6% | -44.6% | -30.7% |
| 1Y | -11.9% | +35.1% | -47.0% | -26.3% |
| 3Y | -16.2% | +125.2% | -141.3% | -48.0% |
| 5Y | -22.4% | +19.7% | -42.1% | -35.0% |
| All | +23.3% | +129.6% | -106.2% | -25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling