+692.6%
XBI vs BAH
+1,076.0%
-383.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | -1.1% | +1.7% | -2.8% | -1.6% |
| 30D | +2.6% | +20.8% | -18.2% | -3.0% |
| 3M | -4.0% | +11.6% | -15.6% | -7.5% |
| 6M | +10.9% | +23.1% | -12.2% | +2.9% |
| YTD | +23.6% | +5.3% | +18.3% | +18.2% |
| 1Y | +35.1% | +6.1% | +29.0% | +28.6% |
| 3Y | +125.2% | -27.5% | +152.7% | +132.3% |
| 5Y | +19.7% | +6.2% | +13.5% | +5.6% |
| 10Y | +130.6% | +202.2% | -71.7% | +34.4% |
| All | +692.6% | +1,076.0% | -383.4% | +190.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling