+154.8%
XBI vs ALK
-36.9%
+191.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.6% | -1.3% |
| 7D | -3.6% | -3.0% | -0.7% | -2.9% |
| 30D | +0.9% | -14.6% | +15.5% | +4.9% |
| 3M | +21.4% | -10.6% | +32.0% | +23.9% |
| 6M | +25.5% | -6.7% | +32.2% | +25.6% |
| YTD | +30.8% | -19.8% | +50.6% | +35.2% |
| 1Y | +68.6% | -35.2% | +103.8% | +83.3% |
| 3Y | +103.9% | +1.4% | +102.5% | +87.0% |
| 5Y | +20.8% | -30.7% | +51.4% | +20.7% |
| All | +154.8% | -36.9% | +191.7% | +138.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling