+19.8%
XBI vs BAH
+1.2%
+18.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.8% | -6.4% | -2.4% |
| 7D | -4.6% | +2.4% | -7.0% | -5.0% |
| 30D | -0.8% | -2.9% | +2.2% | -0.4% |
| 3M | +21.8% | -1.3% | +23.2% | +21.8% |
| 6M | +23.2% | -0.9% | +24.1% | +22.7% |
| YTD | +28.7% | -8.2% | +37.0% | +28.9% |
| 1Y | +67.8% | -24.0% | +91.7% | +74.5% |
| 3Y | +100.6% | -28.1% | +128.7% | +100.0% |
| 5Y | +19.8% | +2.5% | +17.3% | +4.5% |
| All | +19.8% | +1.2% | +18.6% | +4.5% |
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