+880.8%
XBI vs BX
+846.0%
+34.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -0.7% |
| 7D | -4.6% | -8.9% | +4.3% | -1.7% |
| 30D | -0.8% | -14.8% | +14.0% | +4.4% |
| 3M | +21.8% | +6.9% | +14.9% | +18.5% |
| 6M | +23.2% | +16.3% | +6.9% | +16.2% |
| YTD | +28.7% | -16.1% | +44.8% | +34.1% |
| 1Y | +67.8% | -26.8% | +94.6% | +82.0% |
| 3Y | +100.6% | +22.4% | +78.2% | +81.1% |
| 5Y | +19.8% | +16.0% | +3.8% | +7.0% |
| 10Y | +159.7% | +646.9% | -487.2% | +34.9% |
| All | +880.8% | +846.0% | +34.8% | +305.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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