+3,363.6%
GOOGL vs XBI
+921.6%
+2,442.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.6% |
| 7D | -1.9% | -3.6% | +1.8% | -0.3% |
| 30D | -7.5% | +0.9% | -8.3% | -8.0% |
| 3M | -9.2% | +21.4% | -30.6% | -17.3% |
| 6M | +8.1% | +25.5% | -17.4% | -3.1% |
| YTD | +5.8% | +30.8% | -25.0% | -7.2% |
| 1Y | +38.3% | +68.6% | -30.2% | +8.3% |
| 3Y | +144.8% | +103.9% | +40.8% | +70.7% |
| 5Y | +132.5% | +20.8% | +111.8% | +98.1% |
| 10Y | +746.7% | +164.0% | +582.7% | +372.1% |
| All | +3,363.6% | +921.6% | +2,442.1% | +614.3% |
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