+73.5%
MSFT vs XBI
+18.4%
+55.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.7% |
| 7D | -3.5% | -4.6% | +1.1% | -2.0% |
| 30D | -2.1% | -0.8% | -1.3% | -2.0% |
| 3M | +24.2% | +21.8% | +2.3% | +15.7% |
| 6M | +21.9% | +23.2% | -1.3% | +12.7% |
| YTD | +2.5% | +28.7% | -26.3% | -7.0% |
| 1Y | -0.8% | +67.8% | -68.5% | -18.3% |
| 3Y | +50.8% | +100.6% | -49.9% | +13.1% |
| 5Y | +73.5% | +19.8% | +53.7% | +47.2% |
| All | +73.5% | +18.4% | +55.1% | +47.2% |
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