+49.9%
F vs XBI
+132.9%
-83.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.3% |
| 7D | +1.0% | +0.1% | +0.9% | +0.8% |
| 30D | +2.1% | +0.8% | +1.3% | +1.5% |
| 3M | -10.3% | -1.9% | -8.4% | -10.0% |
| 6M | +3.3% | +15.2% | -12.0% | -3.3% |
| YTD | -2.0% | +27.3% | -29.3% | -12.1% |
| 1Y | -2.3% | +41.5% | -43.7% | -16.1% |
| 3Y | +49.9% | +133.1% | -83.2% | -6.1% |
| All | +49.9% | +132.9% | -83.0% | -6.1% |
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