+205.4%
F vs XBI
+865.0%
-659.6%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -3.1% | -1.1% | -2.0% | -2.6% |
| 30D | 0.0% | +2.6% | -2.5% | -1.7% |
| 3M | -13.2% | -4.0% | -9.2% | -12.1% |
| 6M | -10.2% | +10.9% | -21.1% | -16.0% |
| YTD | -4.9% | +23.6% | -28.5% | -16.3% |
| 1Y | -6.1% | +35.1% | -41.2% | -21.0% |
| 3Y | +46.0% | +125.2% | -79.2% | -8.2% |
| 5Y | -15.7% | +19.7% | -35.4% | -29.6% |
| 10Y | +64.3% | +130.6% | -66.2% | -13.1% |
| All | +205.4% | +865.0% | -659.6% | -60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling