+107.2%
XBI vs ALK
+1.7%
+105.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +1.9% | -0.5% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | +2.9% | -18.5% | +21.4% | +7.4% |
| 3M | +26.2% | -3.6% | +29.8% | +26.1% |
| 6M | +30.7% | -3.7% | +34.4% | +29.6% |
| YTD | +32.9% | -19.0% | +51.9% | +35.8% |
| 1Y | +72.3% | -36.0% | +108.3% | +84.6% |
| 3Y | +107.2% | +2.3% | +104.9% | +71.9% |
| All | +107.2% | +1.7% | +105.5% | +71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling