+103.5%
XBI vs ALB
-29.2%
+132.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -1.1% |
| 7D | -3.6% | -8.6% | +5.0% | -2.1% |
| 30D | +0.9% | -4.0% | +4.9% | +1.4% |
| 3M | +21.4% | -17.4% | +38.8% | +24.9% |
| 6M | +25.5% | -25.4% | +50.9% | +30.2% |
| YTD | +30.8% | -10.5% | +41.4% | +30.5% |
| 1Y | +68.6% | +75.8% | -7.3% | +45.3% |
| All | +103.5% | -29.2% | +132.7% | +88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling