+3.7%
F vs XBI
+47.5%
-43.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.3% | +2.1% |
| 7D | +6.0% | +1.0% | +5.0% | +5.7% |
| 30D | +4.3% | +1.9% | +2.4% | +3.6% |
| 3M | -10.1% | +4.8% | -14.8% | -11.4% |
| 6M | +12.8% | +19.3% | -6.5% | +4.6% |
| YTD | -0.1% | +30.6% | -30.7% | -10.3% |
| 1Y | +3.7% | +47.9% | -44.2% | -13.2% |
| All | +3.7% | +47.5% | -43.8% | -13.2% |
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 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