+240.6%
BA vs XBI
+905.7%
-665.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -2.1% |
| 7D | -1.7% | +3.2% | -4.9% | -3.3% |
| 30D | -9.5% | +2.0% | -11.5% | -10.8% |
| 3M | -26.5% | -0.3% | -26.2% | -27.2% |
| 6M | -27.4% | +16.6% | -44.0% | -33.5% |
| YTD | -20.6% | +28.8% | -49.4% | -31.1% |
| 1Y | -11.4% | +44.6% | -56.0% | -27.6% |
| 3Y | -10.8% | +137.1% | -147.9% | -44.1% |
| 5Y | -21.9% | +22.8% | -44.7% | -35.0% |
| 10Y | +28.1% | +149.4% | -121.3% | -26.9% |
| All | +240.6% | +905.7% | -665.1% | -33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling