+22.3%
XBI vs B
+107.0%
-84.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.3% |
| 7D | -1.1% | -7.3% | +6.2% | +0.5% |
| 30D | +2.6% | -3.3% | +5.9% | +3.2% |
| 3M | -4.0% | -7.8% | +3.7% | -2.6% |
| 6M | +10.9% | -15.5% | +26.5% | +14.0% |
| YTD | +23.6% | -12.3% | +35.8% | +25.0% |
| 1Y | +35.1% | +5.4% | +29.7% | +31.3% |
| 3Y | +125.2% | +165.5% | -40.4% | +75.0% |
| All | +22.3% | +107.0% | -84.7% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling