+23.0%
XBI vs BROS
+38.3%
-15.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.2% |
| 7D | -3.6% | -6.6% | +3.0% | -2.6% |
| 30D | +0.9% | -12.3% | +13.2% | +2.9% |
| 3M | +21.4% | -22.2% | +43.6% | +25.3% |
| 6M | +25.5% | -14.3% | +39.8% | +26.9% |
| YTD | +30.8% | -26.6% | +57.4% | +35.3% |
| 1Y | +68.6% | -31.5% | +100.1% | +75.5% |
| 3Y | +103.9% | +62.3% | +41.7% | +70.8% |
| All | +23.0% | +38.3% | -15.4% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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