+100.2%
XBI vs BP
+38.8%
+61.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.7% |
| 7D | -4.6% | +5.7% | -10.3% | -5.1% |
| 30D | -0.8% | +8.1% | -8.9% | -1.5% |
| 3M | +21.8% | +8.6% | +13.2% | +20.8% |
| 6M | +23.2% | +18.1% | +5.1% | +19.5% |
| YTD | +28.7% | +37.6% | -8.9% | +21.1% |
| 1Y | +67.8% | +39.4% | +28.4% | +57.1% |
| All | +100.2% | +38.8% | +61.3% | +79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling