+48.5%
AMZN vs XBI
+19.1%
+29.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | -0.7% | -4.6% | +4.0% | +1.5% |
| 30D | -3.9% | -2.0% | -1.9% | -3.3% |
| 3M | +6.3% | +17.8% | -11.5% | -2.7% |
| 6M | +20.8% | +23.7% | -3.0% | +7.5% |
| YTD | +11.2% | +28.2% | -17.0% | -3.2% |
| 1Y | +11.7% | +64.0% | -52.3% | -14.7% |
| 3Y | +79.4% | +99.4% | -20.0% | +20.0% |
| All | +48.5% | +19.1% | +29.5% | +15.4% |
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