+99.4%
XBI vs BNS
+130.5%
-31.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.8% |
| 7D | -4.6% | -0.4% | -4.3% | -4.4% |
| 30D | -2.0% | +3.5% | -5.5% | -4.1% |
| 3M | +17.8% | +14.1% | +3.7% | +8.3% |
| 6M | +23.7% | +33.8% | -10.1% | +2.7% |
| YTD | +28.2% | +29.5% | -1.2% | +8.3% |
| 1Y | +64.0% | +48.4% | +15.6% | +26.3% |
| 3Y | +99.4% | +129.6% | -30.2% | +10.8% |
| All | +99.4% | +130.5% | -31.1% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 3y: compounded portfolio wealth divided by compounded BNS 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…
3y analysis · Full analysis span regression · 6 months rolling