+1,008.9%
BE vs XBI
+67.7%
+941.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.1% | +10.8% | +10.9% |
| 7D | +29.8% | -0.9% | +30.7% | +30.8% |
| 30D | +26.4% | +2.9% | +23.5% | +21.5% |
| 3M | +9.3% | +26.2% | -16.9% | -15.7% |
| 6M | +105.1% | +30.7% | +74.3% | +52.2% |
| YTD | +219.0% | +32.9% | +186.1% | +132.3% |
| 1Y | +418.8% | +72.3% | +346.5% | +183.3% |
| 3Y | +1,784.6% | +107.2% | +1,677.4% | +710.0% |
| 5Y | +1,251.0% | +23.2% | +1,227.8% | +1,005.8% |
| All | +1,008.9% | +67.7% | +941.2% | +493.4% |
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