+319.3%
BA vs XBI
+950.0%
-630.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +1.0% |
| 7D | +1.2% | +0.9% | +0.3% | +0.7% |
| 30D | -11.6% | +7.1% | -18.7% | -14.7% |
| 3M | -2.4% | +22.9% | -25.3% | -12.2% |
| 6M | -6.6% | +29.7% | -36.3% | -18.2% |
| YTD | -2.2% | +34.5% | -36.7% | -16.2% |
| 1Y | -8.0% | +76.1% | -84.1% | -31.2% |
| 3Y | -5.0% | +103.2% | -108.2% | -35.4% |
| 5Y | -2.7% | +22.8% | -25.6% | -18.4% |
| 10Y | +75.9% | +176.3% | -100.4% | -4.1% |
| All | +319.3% | +950.0% | -630.7% | -19.5% |
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