+19.8%
XBI vs BBWI
-69.5%
+89.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.3% |
| 7D | -4.6% | -8.0% | +3.4% | -3.0% |
| 30D | -0.8% | -6.6% | +5.8% | +0.1% |
| 3M | +21.8% | -2.7% | +24.5% | +21.1% |
| 6M | +23.2% | -12.8% | +36.0% | +24.3% |
| YTD | +28.7% | -10.5% | +39.2% | +28.2% |
| 1Y | +67.8% | -35.3% | +103.1% | +78.0% |
| 3Y | +100.6% | -47.7% | +148.4% | +113.2% |
| 5Y | +19.8% | -68.9% | +88.7% | +52.5% |
| All | +19.8% | -69.5% | +89.3% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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