+38.0%
DIS vs XBI
+137.0%
-99.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | +0.6% | -1.8% | +2.3% | +1.0% |
| 30D | +10.3% | +3.2% | +7.0% | +9.2% |
| 3M | +15.6% | -1.1% | +16.7% | +15.5% |
| 6M | +15.1% | +16.1% | -1.0% | +9.4% |
| YTD | +6.0% | +28.3% | -22.3% | -2.4% |
| 1Y | +5.7% | +37.7% | -32.0% | -4.8% |
| All | +38.0% | +137.0% | -99.1% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling