+149.7%
XBI vs BG
+166.7%
-17.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | 0.0% |
| 7D | -4.6% | +3.1% | -7.8% | -5.4% |
| 30D | -2.0% | +10.2% | -12.2% | -4.4% |
| 3M | +17.8% | -1.7% | +19.5% | +17.7% |
| 6M | +23.7% | +1.0% | +22.7% | +22.3% |
| YTD | +28.2% | +39.9% | -11.7% | +16.3% |
| 1Y | +64.0% | +53.2% | +10.7% | +44.6% |
| 3Y | +99.4% | +16.3% | +83.1% | +86.4% |
| 5Y | +19.3% | +83.9% | -64.5% | -5.0% |
| All | +149.7% | +166.7% | -17.0% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling