+943.2%
XBI vs A
+619.9%
+323.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.5% | +0.3% |
| 7D | -0.9% | -2.1% | +1.2% | +0.2% |
| 30D | +2.9% | +0.6% | +2.3% | +2.5% |
| 3M | +26.2% | +10.9% | +15.3% | +18.8% |
| 6M | +30.7% | +28.2% | +2.6% | +12.5% |
| YTD | +32.9% | +8.6% | +24.4% | +24.6% |
| 1Y | +72.3% | +15.5% | +56.7% | +55.4% |
| 3Y | +107.2% | +31.8% | +75.4% | +68.8% |
| 5Y | +23.2% | -14.9% | +38.0% | +25.8% |
| 10Y | +158.5% | +237.8% | -79.3% | +26.9% |
| All | +943.2% | +619.9% | +323.3% | +216.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling