+898.9%
XBI vs ALK
+485.1%
+413.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +0.1% | +12.9% | -12.9% | -3.1% |
| 30D | +0.8% | +5.5% | -4.7% | -0.9% |
| 3M | -1.9% | -12.1% | +10.2% | +0.8% |
| 6M | +15.2% | +1.7% | +13.5% | +12.9% |
| YTD | +27.3% | -17.4% | +44.7% | +30.1% |
| 1Y | +41.5% | -1.9% | +43.4% | +37.8% |
| 3Y | +133.1% | +21.2% | +111.8% | +104.4% |
| 5Y | +23.7% | -27.8% | +51.5% | +23.3% |
| 10Y | +139.0% | -41.0% | +180.0% | +127.3% |
| All | +898.9% | +485.1% | +413.8% | +388.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling