+31.9%
DIS vs XBI
+129.6%
-97.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.8% |
| 7D | +1.9% | -1.1% | +3.0% | +2.3% |
| 30D | +9.2% | +2.6% | +6.6% | +7.9% |
| 3M | +13.5% | -4.0% | +17.5% | +14.5% |
| 6M | +14.3% | +10.9% | +3.4% | +9.0% |
| YTD | +5.4% | +23.6% | -18.2% | -3.8% |
| 1Y | +12.2% | +35.1% | -22.9% | -1.0% |
| 3Y | +37.2% | +125.2% | -88.0% | -2.0% |
| 5Y | -23.1% | +19.7% | -42.9% | -33.2% |
| All | +31.9% | +129.6% | -97.7% | -8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling