+136.0%
BAC vs XBI
+99.8%
+36.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.3% |
| 7D | -0.3% | -4.6% | +4.3% | +1.3% |
| 30D | -1.8% | -0.8% | -1.0% | -1.7% |
| 3M | +15.3% | +21.8% | -6.5% | +7.1% |
| 6M | +30.2% | +23.2% | +7.0% | +19.9% |
| YTD | +15.6% | +28.7% | -13.2% | +4.4% |
| 1Y | +27.5% | +67.8% | -40.3% | +3.6% |
| All | +136.0% | +99.8% | +36.3% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling