+69.6%
V vs XBI
+18.4%
+51.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.4% |
| 7D | -3.0% | -4.6% | +1.6% | -1.9% |
| 30D | +1.2% | -0.8% | +2.0% | +1.3% |
| 3M | +13.9% | +21.8% | -7.9% | +7.6% |
| 6M | +17.2% | +23.2% | -5.9% | +10.0% |
| YTD | +5.3% | +28.7% | -23.4% | -2.6% |
| 1Y | +9.5% | +67.8% | -58.3% | -6.4% |
| 3Y | +51.9% | +100.6% | -48.7% | +20.4% |
| 5Y | +69.6% | +19.8% | +49.8% | +45.8% |
| All | +69.6% | +18.4% | +51.2% | +45.8% |
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