+3,377.2%
GOOG vs XBI
+905.2%
+2,472.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.3% |
| 7D | -2.5% | -4.6% | +2.1% | -0.5% |
| 30D | -3.6% | -0.8% | -2.8% | -3.5% |
| 3M | -6.4% | +21.8% | -28.3% | -14.9% |
| 6M | +7.8% | +23.2% | -15.4% | -2.6% |
| YTD | +5.5% | +28.7% | -23.2% | -6.8% |
| 1Y | +38.3% | +67.8% | -29.5% | +8.5% |
| 3Y | +143.1% | +100.6% | +42.4% | +70.9% |
| 5Y | +135.0% | +19.8% | +115.2% | +100.9% |
| 10Y | +778.1% | +159.7% | +618.3% | +392.8% |
| All | +3,377.2% | +905.2% | +2,472.0% | +621.6% |
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