+869.9%
XBI vs ALB
+481.9%
+387.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | -1.1% | -5.8% | +4.7% | +0.7% |
| 30D | +2.6% | -4.5% | +7.1% | +3.8% |
| 3M | -4.0% | -28.1% | +24.1% | +5.4% |
| 6M | +10.9% | -53.2% | +64.1% | +38.0% |
| YTD | +23.6% | -33.3% | +56.9% | +34.2% |
| 1Y | +35.1% | -17.4% | +52.5% | +36.3% |
| 3Y | +125.2% | -14.1% | +139.3% | +100.6% |
| 5Y | +19.7% | -64.0% | +83.8% | +36.2% |
| 10Y | +130.6% | +32.8% | +97.7% | +43.1% |
| All | +869.9% | +481.9% | +387.9% | +187.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling