+558.6%
QQQ vs XBI
+160.4%
+398.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -0.6% | -4.6% | +4.1% | +1.5% |
| 30D | -1.2% | -2.0% | +0.8% | -0.6% |
| 3M | -0.2% | +17.8% | -18.0% | -7.8% |
| 6M | +17.9% | +23.7% | -5.8% | +6.2% |
| YTD | +16.6% | +28.2% | -11.6% | +3.0% |
| 1Y | +23.0% | +64.0% | -41.0% | -3.2% |
| 3Y | +92.9% | +99.4% | -6.5% | +35.2% |
| 5Y | +95.6% | +19.3% | +76.3% | +68.0% |
| All | +558.6% | +160.4% | +398.1% | +314.5% |
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