+619.5%
APP vs XBI
+103.0%
+516.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.7% | -1.3% |
| 7D | -4.4% | -3.6% | -0.8% | -2.3% |
| 30D | -10.0% | +0.9% | -10.9% | -10.8% |
| 3M | -41.4% | +21.4% | -62.9% | -48.3% |
| 6M | -41.0% | +25.5% | -66.5% | -49.5% |
| YTD | -54.7% | +30.8% | -85.6% | -62.3% |
| 1Y | -45.3% | +68.6% | -113.9% | -61.8% |
| All | +619.5% | +103.0% | +516.5% | +308.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling