+1,264.4%
BE vs XBI
+19.1%
+1,245.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.4% | +7.1% | +7.1% |
| 7D | +9.0% | -4.6% | +13.7% | +14.5% |
| 30D | +16.3% | -2.0% | +18.3% | +17.9% |
| 3M | +10.8% | +17.8% | -7.0% | -6.7% |
| 6M | +73.2% | +23.7% | +49.5% | +39.0% |
| YTD | +217.4% | +28.2% | +189.1% | +145.9% |
| 1Y | +309.8% | +64.0% | +245.8% | +147.5% |
| 3Y | +1,726.2% | +99.4% | +1,626.8% | +775.5% |
| All | +1,264.4% | +19.1% | +1,245.3% | +1,179.9% |
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 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