+46.1%
ORCL vs XBI
+24.3%
+21.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.8% | +8.0% | +8.5% |
| 7D | +3.8% | -1.8% | +5.5% | +4.5% |
| 30D | -6.6% | +3.2% | -9.8% | -7.4% |
| 3M | -11.4% | -1.1% | -10.3% | -11.1% |
| 6M | -33.3% | +16.1% | -49.4% | -36.5% |
| YTD | -33.3% | +28.3% | -61.6% | -38.5% |
| 1Y | -44.9% | +37.7% | -82.6% | -50.3% |
| 3Y | +17.6% | +134.9% | -117.3% | -9.6% |
| 5Y | +46.1% | +24.5% | +21.5% | +17.2% |
| All | +46.1% | +24.3% | +21.8% | +17.2% |
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