+24.0%
XBI vs BTDR
+15.3%
+8.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.5% | +4.9% | -1.2% |
| 7D | -4.6% | -3.2% | -1.4% | -4.4% |
| 30D | -0.8% | +32.7% | -33.5% | -2.8% |
| 3M | +21.8% | -28.4% | +50.2% | +23.3% |
| 6M | +23.2% | +51.7% | -28.5% | +18.0% |
| YTD | +28.7% | +2.9% | +25.9% | +25.7% |
| 1Y | +67.8% | -15.5% | +83.2% | +63.8% |
| 3Y | +100.6% | 0.0% | +100.6% | +78.9% |
| 5Y | +19.8% | +16.5% | +3.4% | +0.1% |
| All | +24.0% | +15.3% | +8.7% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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