+145.8%
GOOG vs XBI
+99.0%
+46.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | 0.0% | -4.6% | +4.7% | +1.4% |
| 30D | -2.0% | -2.0% | 0.0% | -1.6% |
| 3M | -5.9% | +17.8% | -23.6% | -11.2% |
| 6M | +8.9% | +23.7% | -14.8% | +1.0% |
| YTD | +7.1% | +28.2% | -21.1% | -1.9% |
| 1Y | +39.7% | +64.0% | -24.3% | +18.8% |
| 3Y | +145.8% | +99.4% | +46.4% | +87.9% |
| All | +145.8% | +99.0% | +46.9% | +87.9% |
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