+874.1%
XBI vs B
+78.6%
+795.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.1% | -2.9% |
| 7D | +1.9% | -6.2% | +8.1% | +2.6% |
| 30D | +3.0% | -6.6% | +9.6% | +3.7% |
| 3M | -5.1% | -7.9% | +2.7% | -4.4% |
| 6M | +12.2% | -16.8% | +29.0% | +14.0% |
| YTD | +24.1% | -11.7% | +35.8% | +24.9% |
| 1Y | +33.1% | +3.5% | +29.6% | +31.7% |
| 3Y | +127.3% | +165.7% | -38.5% | +103.2% |
| 5Y | +20.2% | +108.4% | -88.2% | +9.0% |
| 10Y | +131.6% | +212.7% | -81.1% | +100.1% |
| All | +874.1% | +78.6% | +795.5% | +685.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling