+81.1%
XBI vs ADVB
-97.4%
+178.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.5% | -0.5% | +3.0% |
| 7D | +3.2% | -1.2% | +4.4% | +3.2% |
| 30D | +2.0% | -61.4% | +63.4% | +3.0% |
| 3M | -0.3% | -67.8% | +67.5% | +0.6% |
| 6M | +16.6% | -66.9% | +83.5% | +16.3% |
| YTD | +28.8% | -64.9% | +93.7% | +26.8% |
| 1Y | +44.6% | -74.8% | +119.4% | +44.4% |
| All | +81.1% | -97.4% | +178.5% | +115.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling