+1,145.9%
DELL vs XBI
+19.1%
+1,126.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.4% | +12.4% | +12.1% |
| 7D | +8.2% | -4.6% | +12.9% | +10.5% |
| 30D | +17.1% | -2.0% | +19.1% | +17.8% |
| 3M | +45.2% | +17.8% | +27.4% | +34.9% |
| 6M | +286.8% | +23.7% | +263.1% | +251.7% |
| YTD | +354.8% | +28.2% | +326.5% | +306.6% |
| 1Y | +358.3% | +64.0% | +294.3% | +269.0% |
| 3Y | +724.9% | +99.4% | +625.5% | +511.0% |
| All | +1,145.9% | +19.1% | +1,126.9% | +874.8% |
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