+49.6%
F vs XBI
+23.6%
+26.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.1% | -3.7% |
| 7D | +1.2% | -0.9% | +2.1% | +1.6% |
| 30D | +1.2% | +2.9% | -1.7% | -0.1% |
| 3M | -5.7% | +26.2% | -31.9% | -15.5% |
| 6M | +17.9% | +30.7% | -12.8% | +3.8% |
| YTD | +10.4% | +32.9% | -22.5% | -3.8% |
| 1Y | +25.3% | +72.3% | -46.9% | -3.3% |
| 3Y | +37.5% | +107.2% | -69.7% | -5.7% |
| All | +49.6% | +23.6% | +26.0% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling