+47.9%
XBI vs ALB
+4.7%
+43.2%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.3% | -2.6% | +1.9% |
| 7D | +1.0% | -2.1% | +3.1% | +1.2% |
| 30D | +1.9% | -9.0% | +10.9% | +3.0% |
| 3M | +4.8% | -21.1% | +25.9% | +7.5% |
| 6M | +19.3% | -49.9% | +69.2% | +28.6% |
| YTD | +30.6% | -32.3% | +62.9% | +36.1% |
| 1Y | +47.9% | +8.6% | +39.3% | +54.9% |
| All | +47.9% | +4.7% | +43.2% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling