+80.4%
XBI vs ADVB
-97.1%
+177.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.0% | -9.1% | +0.7% |
| 7D | -1.8% | +10.5% | -12.2% | -1.9% |
| 30D | +3.2% | -56.0% | +59.3% | +4.0% |
| 3M | -1.1% | -70.1% | +69.0% | -0.1% |
| 6M | +16.1% | -53.7% | +69.8% | +14.8% |
| YTD | +28.3% | -60.3% | +88.6% | +26.1% |
| 1Y | +37.7% | -73.1% | +110.8% | +37.6% |
| All | +80.4% | -97.1% | +177.5% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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