+64.1%
DIA vs XBI
+19.1%
+45.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -1.6% | -4.6% | +3.1% | -0.3% |
| 30D | -2.0% | -2.0% | 0.0% | -1.6% |
| 3M | +3.6% | +17.8% | -14.2% | -1.1% |
| 6M | +11.5% | +23.7% | -12.2% | +4.8% |
| YTD | +10.4% | +28.2% | -17.9% | +2.6% |
| 1Y | +15.6% | +64.0% | -48.4% | +0.4% |
| 3Y | +58.9% | +99.4% | -40.5% | +29.3% |
| All | +64.1% | +19.1% | +45.0% | +44.7% |
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