+2,523.8%
MSFT vs XBI
+937.9%
+1,585.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -0.7% |
| 7D | -1.4% | -0.9% | -0.5% | -1.1% |
| 30D | -1.0% | +2.9% | -3.9% | -2.4% |
| 3M | +20.2% | +26.2% | -6.0% | +8.4% |
| 6M | +21.3% | +30.7% | -9.4% | +7.3% |
| YTD | +2.8% | +32.9% | -30.2% | -10.1% |
| 1Y | 0.0% | +72.3% | -72.3% | -22.0% |
| 3Y | +51.2% | +107.2% | -56.0% | +5.7% |
| 5Y | +71.4% | +23.2% | +48.3% | +45.0% |
| 10Y | +868.6% | +158.5% | +710.1% | +464.3% |
| All | +2,523.8% | +937.9% | +1,585.9% | +488.7% |
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