+590.9%
JPM vs XBI
+160.4%
+430.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -0.7% | -4.6% | +4.0% | +0.9% |
| 30D | -2.5% | -2.0% | -0.4% | -2.0% |
| 3M | +14.1% | +17.8% | -3.6% | +7.6% |
| 6M | +25.1% | +23.7% | +1.4% | +15.6% |
| YTD | +12.1% | +28.2% | -16.1% | +2.1% |
| 1Y | +18.8% | +64.0% | -45.2% | -0.5% |
| 3Y | +163.4% | +99.4% | +64.0% | +102.3% |
| 5Y | +156.5% | +19.3% | +137.2% | +129.4% |
| All | +590.9% | +160.4% | +430.4% | +324.3% |
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 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