+150.7%
XBI vs B
+209.1%
-58.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.2% |
| 7D | -4.6% | -5.0% | +0.4% | -3.8% |
| 30D | -0.8% | +8.7% | -9.5% | -2.1% |
| 3M | +21.8% | +17.3% | +4.5% | +18.5% |
| 6M | +23.2% | -5.0% | +28.2% | +23.3% |
| YTD | +28.7% | +1.4% | +27.3% | +27.3% |
| 1Y | +67.8% | +50.5% | +17.3% | +56.3% |
| 3Y | +100.6% | +194.4% | -93.7% | +68.4% |
| 5Y | +19.8% | +156.7% | -136.9% | +0.9% |
| All | +150.7% | +209.1% | -58.4% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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