+906.3%
XBI vs BRO
+488.6%
+417.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -4.6% | -7.3% | +2.7% | -1.1% |
| 30D | -2.0% | -6.9% | +4.9% | +1.2% |
| 3M | +17.8% | +10.7% | +7.1% | +10.5% |
| 6M | +23.7% | -2.7% | +26.4% | +22.7% |
| YTD | +28.2% | -16.3% | +44.6% | +36.2% |
| 1Y | +64.0% | -29.1% | +93.1% | +88.9% |
| 3Y | +99.4% | -7.8% | +107.2% | +94.3% |
| 5Y | +19.3% | +18.7% | +0.6% | -0.9% |
| 10Y | +158.7% | +291.9% | -133.2% | +9.8% |
| All | +906.3% | +488.6% | +417.7% | +204.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling