+20.8%
XBI vs ALL
+115.1%
-94.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.6% | -2.2% | -1.4% | -3.2% |
| 30D | +0.9% | -5.6% | +6.4% | +1.9% |
| 3M | +21.4% | +17.2% | +4.2% | +17.1% |
| 6M | +25.5% | +23.2% | +2.3% | +19.5% |
| YTD | +30.8% | +23.6% | +7.2% | +24.1% |
| 1Y | +68.6% | +29.2% | +39.4% | +57.9% |
| 3Y | +103.9% | +153.8% | -49.9% | +55.2% |
| 5Y | +20.8% | +116.1% | -95.3% | -1.5% |
| All | +20.8% | +115.1% | -94.4% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 5y: compounded portfolio wealth divided by compounded ALL 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…
5y analysis · Full analysis span regression · 6 months rolling