+149.7%
XBI vs BAH
+207.9%
-58.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -4.6% | +4.3% | -8.9% | -5.7% |
| 30D | -2.0% | -2.5% | +0.5% | -1.5% |
| 3M | +17.8% | -0.9% | +18.7% | +17.4% |
| 6M | +23.7% | +1.5% | +22.3% | +21.8% |
| YTD | +28.2% | -8.0% | +36.2% | +28.1% |
| 1Y | +64.0% | -24.7% | +88.7% | +73.2% |
| 3Y | +99.4% | -28.4% | +127.8% | +103.1% |
| 5Y | +19.3% | +2.8% | +16.5% | +3.7% |
| All | +149.7% | +207.9% | -58.2% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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