+91.7%
BKNG vs XBI
+19.5%
+72.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.1% |
| 7D | -10.7% | -4.6% | -6.1% | -9.2% |
| 30D | -18.1% | -0.8% | -17.3% | -18.0% |
| 3M | +8.5% | +21.8% | -13.3% | +1.0% |
| 6M | -0.1% | +23.2% | -23.2% | -7.7% |
| YTD | -18.2% | +28.7% | -47.0% | -25.8% |
| 1Y | -19.9% | +67.8% | -87.6% | -34.2% |
| 3Y | +41.6% | +100.6% | -59.0% | +5.9% |
| All | +91.7% | +19.5% | +72.1% | +65.0% |
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