+32.9%
F vs XBI
+103.0%
-70.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.6% | -2.4% | -3.3% |
| 7D | -4.9% | -3.6% | -1.3% | -3.4% |
| 30D | -2.9% | +0.9% | -3.7% | -3.2% |
| 3M | -9.1% | +21.4% | -30.5% | -16.6% |
| 6M | +12.9% | +25.5% | -12.6% | +2.2% |
| YTD | +6.1% | +30.8% | -24.8% | -5.9% |
| 1Y | +22.5% | +68.6% | -46.1% | -2.7% |
| All | +32.9% | +103.0% | -70.1% | -15.9% |
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 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