+244.8%
BA vs XBI
+901.9%
-657.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.3% |
| 7D | -1.4% | -1.8% | +0.4% | -0.7% |
| 30D | -7.9% | +3.2% | -11.1% | -9.8% |
| 3M | -25.2% | -1.1% | -24.1% | -25.6% |
| 6M | -26.7% | +16.1% | -42.8% | -32.8% |
| YTD | -19.6% | +28.3% | -47.9% | -30.1% |
| 1Y | -10.6% | +37.7% | -48.3% | -25.1% |
| 3Y | -11.2% | +134.9% | -146.2% | -44.1% |
| 5Y | -20.4% | +24.5% | -45.0% | -34.2% |
| 10Y | +26.8% | +139.4% | -112.6% | -26.3% |
| All | +244.8% | +901.9% | -657.1% | -32.9% |
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