+27.2%
F vs XBI
+65.5%
-38.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.8% | +3.8% |
| 7D | -3.7% | -4.6% | +0.9% | -2.1% |
| 30D | -0.7% | -0.8% | +0.1% | -0.3% |
| 3M | -1.9% | +21.8% | -23.7% | -9.7% |
| 6M | +16.1% | +23.2% | -7.1% | +7.0% |
| YTD | +9.5% | +28.7% | -19.3% | -0.6% |
| 1Y | +27.2% | +67.8% | -40.6% | +2.5% |
| All | +27.2% | +65.5% | -38.3% | +2.5% |
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