+219.1%
XBI vs ALLY
+98.6%
+120.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.2% |
| 7D | -1.8% | -2.8% | +1.0% | -0.8% |
| 30D | +3.2% | +1.9% | +1.4% | +2.5% |
| 3M | -1.1% | -12.1% | +11.0% | +3.3% |
| 6M | +16.1% | -9.0% | +25.1% | +19.5% |
| YTD | +28.3% | -12.9% | +41.2% | +33.4% |
| 1Y | +37.7% | -0.1% | +37.8% | +36.2% |
| 3Y | +134.9% | +64.6% | +70.4% | +88.6% |
| 5Y | +24.5% | -10.1% | +34.6% | +19.4% |
| 10Y | +139.4% | +176.7% | -37.3% | +35.4% |
| All | +219.1% | +98.6% | +120.5% | +108.6% |
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