+19.8%
XBI vs ADM
+67.3%
-47.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -4.6% | +3.0% | -7.6% | -5.0% |
| 30D | -0.8% | +8.7% | -9.5% | -2.1% |
| 3M | +21.8% | +7.6% | +14.2% | +20.3% |
| 6M | +23.2% | +26.9% | -3.7% | +18.1% |
| YTD | +28.7% | +54.3% | -25.5% | +19.2% |
| 1Y | +67.8% | +45.7% | +22.1% | +56.6% |
| 3Y | +100.6% | +21.9% | +78.7% | +91.4% |
| 5Y | +19.8% | +67.2% | -47.3% | +6.3% |
| All | +19.8% | +67.3% | -47.5% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling