+149.7%
XBI vs ALLY
+189.7%
-40.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -4.6% | -3.8% | -0.8% | -3.4% |
| 30D | -2.0% | -4.9% | +2.9% | -0.4% |
| 3M | +17.8% | -2.6% | +20.4% | +18.5% |
| 6M | +23.7% | +15.7% | +8.0% | +17.2% |
| YTD | +28.2% | -5.2% | +33.4% | +29.5% |
| 1Y | +64.0% | +2.8% | +61.1% | +60.3% |
| 3Y | +99.4% | +63.4% | +36.0% | +62.0% |
| 5Y | +19.3% | -2.6% | +21.9% | +11.2% |
| All | +149.7% | +189.7% | -40.0% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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