+149.7%
XBI vs BR
+189.7%
-40.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -4.6% | -3.0% | -1.7% | -3.4% |
| 30D | -2.0% | -0.3% | -1.7% | -2.0% |
| 3M | +17.8% | +17.3% | +0.5% | +8.5% |
| 6M | +23.7% | -6.7% | +30.4% | +26.3% |
| YTD | +28.2% | -23.4% | +51.7% | +43.1% |
| 1Y | +64.0% | -32.7% | +96.6% | +95.2% |
| 3Y | +99.4% | -5.9% | +105.3% | +96.0% |
| 5Y | +19.3% | +8.4% | +10.9% | +6.3% |
| All | +149.7% | +189.7% | -40.0% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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