+149.7%
XBI vs BKR
+125.3%
+24.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -4.6% | -7.0% | +2.3% | -3.0% |
| 30D | -2.0% | -8.1% | +6.1% | 0.0% |
| 3M | +17.8% | -6.6% | +24.4% | +19.4% |
| 6M | +23.7% | +0.9% | +22.9% | +22.4% |
| YTD | +28.2% | +31.1% | -2.9% | +18.6% |
| 1Y | +64.0% | +27.7% | +36.3% | +52.2% |
| 3Y | +99.4% | +71.2% | +28.2% | +68.8% |
| 5Y | +19.3% | +177.6% | -158.3% | -13.7% |
| All | +149.7% | +125.3% | +24.4% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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