+143.3%
DELL vs XBI
+47.5%
+95.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.7% | -11.5% | -10.0% |
| 7D | -24.6% | +1.0% | -25.6% | -24.9% |
| 30D | -32.5% | +1.9% | -34.3% | -33.1% |
| 3M | -20.2% | +4.8% | -25.0% | -22.6% |
| 6M | +76.5% | +19.3% | +57.2% | +60.8% |
| YTD | +198.9% | +30.6% | +168.3% | +161.4% |
| 1Y | +143.3% | +47.9% | +95.4% | +100.6% |
| All | +143.3% | +47.5% | +95.8% | +100.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling