+234.4%
XBI vs ALLY
+124.8%
+109.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.5% |
| 7D | +0.9% | +3.7% | -2.8% | -0.4% |
| 30D | +7.1% | -2.3% | +9.3% | +7.9% |
| 3M | +22.9% | +3.8% | +19.1% | +20.9% |
| 6M | +29.7% | +9.7% | +20.0% | +24.9% |
| YTD | +34.5% | -1.4% | +35.9% | +34.1% |
| 1Y | +76.1% | +8.2% | +67.8% | +68.9% |
| 3Y | +103.2% | +66.5% | +36.7% | +62.4% |
| 5Y | +22.8% | +1.2% | +21.6% | +12.8% |
| 10Y | +176.3% | +191.4% | -15.1% | +54.8% |
| All | +234.4% | +124.8% | +109.6% | +109.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling