+943.2%
XBI vs BP
+87.6%
+855.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.6% | -1.9% |
| 7D | -0.9% | +0.9% | -1.8% | -1.2% |
| 30D | +2.9% | +9.1% | -6.2% | -0.1% |
| 3M | +26.2% | +3.9% | +22.3% | +23.8% |
| 6M | +30.7% | +13.6% | +17.1% | +23.6% |
| YTD | +32.9% | +34.0% | -1.1% | +18.5% |
| 1Y | +72.3% | +39.2% | +33.1% | +51.2% |
| 3Y | +107.2% | +36.4% | +70.8% | +79.6% |
| 5Y | +23.2% | +135.8% | -112.6% | -14.8% |
| 10Y | +158.5% | +125.0% | +33.5% | +69.2% |
| All | +943.2% | +87.6% | +855.6% | +529.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling