+149.7%
XBI vs BRO
+294.2%
-144.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -4.6% | -7.3% | +2.7% | -1.4% |
| 30D | -2.0% | -6.9% | +4.9% | +0.9% |
| 3M | +17.8% | +10.7% | +7.1% | +10.9% |
| 6M | +23.7% | -2.7% | +26.4% | +23.0% |
| YTD | +28.2% | -16.3% | +44.6% | +36.3% |
| 1Y | +64.0% | -29.1% | +93.1% | +89.1% |
| 3Y | +99.4% | -7.8% | +107.2% | +92.3% |
| 5Y | +19.3% | +18.7% | +0.6% | -3.7% |
| All | +149.7% | +294.2% | -144.5% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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