+125.2%
XBI vs ALB
-14.4%
+139.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | -1.1% | -5.8% | +4.7% | -0.1% |
| 30D | +2.6% | -4.5% | +7.1% | +3.3% |
| 3M | -4.0% | -28.1% | +24.1% | +1.3% |
| 6M | +10.9% | -53.2% | +64.1% | +25.8% |
| YTD | +23.6% | -33.3% | +56.9% | +29.5% |
| 1Y | +35.1% | -17.4% | +52.5% | +35.6% |
| 3Y | +125.2% | -14.1% | +139.3% | +110.1% |
| All | +125.2% | -14.4% | +139.6% | +110.1% |
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