+943.2%
XBI vs BN
+960.2%
-17.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.4% | +0.1% |
| 7D | -0.9% | -1.2% | +0.3% | -0.4% |
| 30D | +2.9% | -10.9% | +13.8% | +8.4% |
| 3M | +26.2% | -11.1% | +37.3% | +32.8% |
| 6M | +30.7% | -4.4% | +35.1% | +32.7% |
| YTD | +32.9% | -14.1% | +47.1% | +40.9% |
| 1Y | +72.3% | -11.1% | +83.3% | +78.9% |
| 3Y | +107.2% | +75.6% | +31.6% | +53.1% |
| 5Y | +23.2% | +35.8% | -12.6% | +1.5% |
| 10Y | +158.5% | +261.6% | -103.0% | +31.9% |
| All | +943.2% | +960.2% | -17.0% | +208.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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