+392.9%
BAC vs XBI
+160.4%
+232.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | 0.0% | -4.6% | +4.7% | +1.9% |
| 30D | -2.8% | -2.0% | -0.8% | -2.3% |
| 3M | +14.2% | +17.8% | -3.6% | +6.5% |
| 6M | +30.5% | +23.7% | +6.8% | +18.8% |
| YTD | +15.8% | +28.2% | -12.4% | +3.4% |
| 1Y | +26.2% | +64.0% | -37.8% | +1.7% |
| 3Y | +136.5% | +99.4% | +37.1% | +72.2% |
| 5Y | +75.9% | +19.3% | +56.6% | +54.0% |
| All | +392.9% | +160.4% | +232.5% | +174.6% |
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