+66.3%
MA vs XBI
+21.6%
+44.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.2% |
| 7D | -3.5% | -3.6% | +0.1% | -2.5% |
| 30D | +0.8% | +0.9% | -0.1% | +0.4% |
| 3M | +14.8% | +21.4% | -6.6% | +8.2% |
| 6M | +10.0% | +25.5% | -15.5% | +2.4% |
| YTD | -0.1% | +30.8% | -30.9% | -8.4% |
| 1Y | -2.2% | +68.6% | -70.8% | -17.1% |
| 3Y | +39.3% | +103.9% | -64.7% | +8.5% |
| 5Y | +66.3% | +20.8% | +45.6% | +44.3% |
| All | +66.3% | +21.6% | +44.7% | +44.3% |
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 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