+358.7%
ALAB vs XBI
+68.8%
+289.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.6% | -3.7% | -3.9% |
| 7D | +0.6% | -4.6% | +5.2% | +5.0% |
| 30D | -8.8% | -0.8% | -8.0% | -9.1% |
| 3M | -14.0% | +21.8% | -35.8% | -28.5% |
| 6M | +144.3% | +23.2% | +121.1% | +100.3% |
| YTD | +71.0% | +28.7% | +42.3% | +35.6% |
| 1Y | +23.5% | +67.8% | -44.3% | -21.0% |
| All | +358.7% | +68.8% | +289.9% | +172.5% |
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