+75.9%
BAC vs XBI
+20.3%
+55.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.9% |
| 7D | +0.6% | -3.6% | +4.2% | +1.8% |
| 30D | -1.4% | +0.9% | -2.2% | -1.8% |
| 3M | +15.7% | +21.4% | -5.7% | +8.4% |
| 6M | +32.2% | +25.5% | +6.7% | +22.0% |
| YTD | +15.8% | +30.8% | -15.1% | +5.1% |
| 1Y | +27.3% | +68.6% | -41.3% | +6.0% |
| 3Y | +137.5% | +103.9% | +33.5% | +82.6% |
| All | +75.9% | +20.3% | +55.6% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling