+127.8%
AAPL vs XBI
+19.1%
+108.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | +3.8% | -4.6% | +8.5% | +5.7% |
| 30D | +9.9% | -2.0% | +11.9% | +10.6% |
| 3M | +12.5% | +17.8% | -5.3% | +5.1% |
| 6M | +27.6% | +23.7% | +3.9% | +16.3% |
| YTD | +22.6% | +28.2% | -5.7% | +9.7% |
| 1Y | +45.0% | +64.0% | -19.0% | +16.9% |
| 3Y | +87.8% | +99.4% | -11.6% | +35.7% |
| All | +127.8% | +19.1% | +108.7% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 5y: compounded portfolio wealth divided by compounded XBI 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…
5y analysis · Full analysis span regression · 6 months rolling