-0.3%
BA vs XBI
+21.9%
-22.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.2% |
| 7D | +2.5% | -0.9% | +3.4% | +2.9% |
| 30D | -10.1% | +2.9% | -13.0% | -11.4% |
| 3M | -2.4% | +26.2% | -28.6% | -12.5% |
| 6M | -8.8% | +30.7% | -39.5% | -19.6% |
| YTD | -2.9% | +32.9% | -35.9% | -15.3% |
| 1Y | -8.8% | +72.3% | -81.0% | -29.6% |
| 3Y | -0.3% | +107.2% | -107.4% | -30.9% |
| 5Y | -0.3% | +23.2% | -23.5% | -20.1% |
| All | -0.3% | +21.9% | -22.2% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling