-7.7%
DIS vs XBI
+66.9%
-74.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +1.2% | -4.6% | +5.8% | +2.1% |
| 30D | +3.2% | -2.0% | +5.2% | +3.5% |
| 3M | +7.0% | +17.8% | -10.8% | +2.2% |
| 6M | +6.4% | +23.7% | -17.3% | +0.3% |
| YTD | -5.6% | +28.2% | -33.9% | -11.9% |
| 1Y | -7.7% | +64.0% | -71.6% | -17.5% |
| All | -7.7% | +66.9% | -74.6% | -17.5% |
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