+430.3%
DIS vs XBI
+950.0%
-519.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -2.6% | +0.9% | -3.5% | -2.9% |
| 30D | +3.5% | +7.1% | -3.6% | +0.5% |
| 3M | +6.8% | +22.9% | -16.1% | -2.4% |
| 6M | +3.0% | +29.7% | -26.7% | -8.3% |
| YTD | -6.7% | +34.5% | -41.2% | -18.4% |
| 1Y | -10.1% | +76.1% | -86.1% | -29.8% |
| 3Y | +33.0% | +103.2% | -70.1% | -4.9% |
| 5Y | -40.0% | +22.8% | -62.8% | -48.8% |
| 10Y | +21.1% | +176.3% | -155.2% | -34.0% |
| All | +430.3% | +950.0% | -519.7% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling