+140.1%
GOOGL vs XBI
+19.1%
+121.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | 0.0% | -4.6% | +4.7% | +1.8% |
| 30D | -1.4% | -2.0% | +0.6% | -0.9% |
| 3M | -5.3% | +17.8% | -23.1% | -11.8% |
| 6M | +9.8% | +23.7% | -13.9% | +0.3% |
| YTD | +8.4% | +28.2% | -19.9% | -2.6% |
| 1Y | +41.2% | +64.0% | -22.8% | +15.2% |
| 3Y | +149.6% | +99.4% | +50.2% | +83.3% |
| All | +140.1% | +19.1% | +121.0% | +95.4% |
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