+31.0%
F vs XBI
+75.8%
-44.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +5.3% | +0.9% | +4.5% | +5.0% |
| 30D | +4.6% | +7.1% | -2.5% | +2.3% |
| 3M | -3.7% | +22.9% | -26.6% | -11.4% |
| 6M | +16.8% | +29.7% | -12.9% | +5.8% |
| YTD | +15.3% | +34.5% | -19.2% | +3.2% |
| 1Y | +31.0% | +76.1% | -45.0% | +4.7% |
| All | +31.0% | +75.8% | -44.8% | +4.7% |
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