+85.3%
XBI vs AS
+120.4%
-35.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -1.0% |
| 7D | +0.9% | -4.9% | +5.8% | +1.7% |
| 30D | +7.1% | -19.6% | +26.7% | +11.2% |
| 3M | +22.9% | -14.4% | +37.3% | +25.9% |
| 6M | +29.7% | -20.1% | +49.8% | +34.0% |
| YTD | +34.5% | -20.9% | +55.4% | +38.8% |
| 1Y | +76.1% | -21.9% | +97.9% | +81.4% |
| All | +85.3% | +120.4% | -35.1% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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