+64.0%
XBI vs BG
+53.0%
+11.0%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | -0.4% |
| 7D | -4.6% | +3.1% | -7.8% | -4.6% |
| 30D | -2.0% | +10.2% | -12.2% | -1.9% |
| 3M | +17.8% | -1.7% | +19.5% | +18.2% |
| 6M | +23.7% | +1.0% | +22.7% | +23.9% |
| YTD | +28.2% | +39.9% | -11.7% | +25.3% |
| 1Y | +64.0% | +53.2% | +10.7% | +57.6% |
| All | +64.0% | +53.0% | +11.0% | +57.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling