+752.5%
XBI vs BAH
+876.9%
-124.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -0.9% | -4.3% | +3.4% | +0.3% |
| 30D | +2.9% | -4.5% | +7.4% | +4.2% |
| 3M | +26.2% | -7.6% | +33.8% | +28.2% |
| 6M | +30.7% | -10.6% | +41.3% | +33.3% |
| YTD | +32.9% | -12.6% | +45.5% | +34.7% |
| 1Y | +72.3% | -27.0% | +99.3% | +83.8% |
| 3Y | +107.2% | -31.5% | +138.7% | +115.6% |
| 5Y | +23.2% | -3.8% | +27.0% | +11.2% |
| 10Y | +158.5% | +183.9% | -25.4% | +52.8% |
| All | +752.5% | +876.9% | -124.3% | +231.0% |
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 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