+22.3%
XBI vs BAH
+6.1%
+16.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | -1.1% | +1.7% | -2.8% | -1.3% |
| 30D | +2.6% | +20.8% | -18.2% | -0.5% |
| 3M | -4.0% | +11.6% | -15.6% | -5.9% |
| 6M | +10.9% | +23.1% | -12.2% | +6.6% |
| YTD | +23.6% | +5.3% | +18.3% | +20.9% |
| 1Y | +35.1% | +6.1% | +29.0% | +31.7% |
| 3Y | +125.2% | -27.5% | +152.7% | +129.4% |
| All | +22.3% | +6.1% | +16.1% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling