+149.7%
XBI vs BP
+137.7%
+12.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -4.6% | +5.2% | -9.9% | -5.8% |
| 30D | -2.0% | +8.7% | -10.7% | -4.1% |
| 3M | +17.8% | +9.3% | +8.4% | +14.7% |
| 6M | +23.7% | +13.6% | +10.1% | +18.5% |
| YTD | +28.2% | +37.7% | -9.4% | +16.1% |
| 1Y | +64.0% | +40.6% | +23.3% | +47.3% |
| 3Y | +99.4% | +40.3% | +59.1% | +76.5% |
| 5Y | +19.3% | +141.4% | -122.1% | -12.5% |
| All | +149.7% | +137.7% | +12.0% | +93.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling