+150.7%
XBI vs AR
+44.6%
+106.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -4.6% | -1.3% | -3.3% | -4.4% |
| 30D | -0.8% | +3.5% | -4.3% | -1.3% |
| 3M | +21.8% | +9.9% | +11.9% | +20.1% |
| 6M | +23.2% | +4.5% | +18.6% | +21.8% |
| YTD | +28.7% | +13.7% | +15.1% | +25.5% |
| 1Y | +67.8% | +19.2% | +48.5% | +62.0% |
| 3Y | +100.6% | +46.2% | +54.5% | +85.3% |
| 5Y | +19.8% | +145.9% | -126.1% | -0.3% |
| All | +150.7% | +44.6% | +106.1% | +141.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling