+955.3%
XBI vs ALK
+492.1%
+463.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.9% | -0.8% |
| 7D | +0.9% | -0.7% | +1.5% | +1.0% |
| 30D | +7.1% | -19.2% | +26.3% | +12.9% |
| 3M | +22.9% | -1.5% | +24.4% | +22.3% |
| 6M | +29.7% | -13.1% | +42.8% | +32.2% |
| YTD | +34.5% | -16.4% | +50.9% | +37.6% |
| 1Y | +76.1% | -33.1% | +109.1% | +89.8% |
| 3Y | +103.2% | +0.6% | +102.6% | +88.1% |
| 5Y | +22.8% | -26.4% | +49.2% | +22.1% |
| 10Y | +176.3% | -34.2% | +210.4% | +156.3% |
| All | +955.3% | +492.1% | +463.2% | +416.6% |
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