+76.1%
XBI vs BP
+34.1%
+41.9%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.3% |
| 7D | +0.9% | +3.9% | -3.1% | +1.4% |
| 30D | +7.1% | +7.6% | -0.6% | +8.0% |
| 3M | +22.9% | +0.7% | +22.2% | +23.0% |
| 6M | +29.7% | +15.5% | +14.2% | +28.5% |
| YTD | +34.5% | +30.8% | +3.7% | +33.4% |
| 1Y | +76.1% | +34.3% | +41.8% | +76.5% |
| All | +76.1% | +34.1% | +41.9% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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