+149.7%
XBI vs ADM
+177.9%
-28.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -4.6% | +2.5% | -7.1% | -5.3% |
| 30D | -2.0% | +9.5% | -11.5% | -4.6% |
| 3M | +17.8% | +10.6% | +7.2% | +14.0% |
| 6M | +23.7% | +24.0% | -0.3% | +15.3% |
| YTD | +28.2% | +54.0% | -25.7% | +11.6% |
| 1Y | +64.0% | +45.3% | +18.6% | +44.7% |
| 3Y | +99.4% | +21.8% | +77.6% | +82.2% |
| 5Y | +19.3% | +66.8% | -47.4% | -7.4% |
| All | +149.7% | +177.9% | -28.1% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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