+99.4%
XBI vs A
+31.5%
+67.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.5% |
| 7D | -4.6% | -2.6% | -2.0% | -3.7% |
| 30D | -2.0% | -0.9% | -1.1% | -1.7% |
| 3M | +17.8% | +13.6% | +4.2% | +11.6% |
| 6M | +23.7% | +27.8% | -4.1% | +10.7% |
| YTD | +28.2% | +8.6% | +19.6% | +23.1% |
| 1Y | +64.0% | +16.9% | +47.1% | +51.6% |
| 3Y | +99.4% | +32.9% | +66.5% | +66.1% |
| All | +99.4% | +31.5% | +67.9% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 3y: compounded portfolio wealth divided by compounded A 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…
3y analysis · Full analysis span regression · 6 months rolling