+910.3%
XBI vs BG
+225.8%
+684.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.8% |
| 7D | -4.6% | +3.7% | -8.3% | -5.6% |
| 30D | -0.8% | +12.3% | -13.1% | -4.0% |
| 3M | +21.8% | -2.2% | +24.0% | +21.8% |
| 6M | +23.2% | +5.3% | +17.9% | +20.2% |
| YTD | +28.7% | +42.4% | -13.7% | +15.5% |
| 1Y | +67.8% | +55.2% | +12.6% | +46.4% |
| 3Y | +100.6% | +21.0% | +79.7% | +84.3% |
| 5Y | +19.8% | +87.1% | -67.3% | -5.1% |
| 10Y | +159.7% | +169.8% | -10.1% | +74.6% |
| All | +910.3% | +225.8% | +684.4% | +484.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling