+107.2%
XBI vs AR
+44.7%
+62.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | -0.9% | -1.8% | +0.9% | -0.7% |
| 30D | +2.9% | +12.6% | -9.7% | +1.4% |
| 3M | +26.2% | +10.0% | +16.2% | +24.5% |
| 6M | +30.7% | +0.6% | +30.1% | +29.9% |
| YTD | +32.9% | +13.4% | +19.5% | +29.1% |
| 1Y | +72.3% | +21.7% | +50.6% | +64.5% |
| 3Y | +107.2% | +45.8% | +61.4% | +87.0% |
| All | +107.2% | +44.7% | +62.5% | +87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling