+780.7%
GOOG vs XBI
+160.4%
+620.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | 0.0% | -4.6% | +4.7% | +2.0% |
| 30D | -2.0% | -2.0% | 0.0% | -1.4% |
| 3M | -5.9% | +17.8% | -23.6% | -12.8% |
| 6M | +8.9% | +23.7% | -14.8% | -1.3% |
| YTD | +7.1% | +28.2% | -21.1% | -4.7% |
| 1Y | +39.7% | +64.0% | -24.3% | +11.9% |
| 3Y | +145.8% | +99.4% | +46.4% | +76.0% |
| 5Y | +138.6% | +19.3% | +119.3% | +106.5% |
| All | +780.7% | +160.4% | +620.3% | +464.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling