+124.4%
BAC vs XBI
+937.9%
-813.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | +0.2% |
| 7D | +1.2% | -0.9% | +2.1% | +1.7% |
| 30D | -0.7% | +2.9% | -3.6% | -2.8% |
| 3M | +16.9% | +26.2% | -9.3% | +0.8% |
| 6M | +29.6% | +30.7% | -1.1% | +8.5% |
| YTD | +15.3% | +32.9% | -17.7% | -5.1% |
| 1Y | +28.8% | +72.3% | -43.4% | -9.8% |
| 3Y | +136.4% | +107.2% | +29.2% | +41.9% |
| 5Y | +72.9% | +23.2% | +49.8% | +33.9% |
| 10Y | +391.8% | +158.5% | +233.2% | +85.3% |
| All | +124.4% | +937.9% | -813.5% | -84.9% |
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