+955.3%
XBI vs B
+111.2%
+844.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.1% |
| 7D | +0.9% | -1.6% | +2.5% | +1.0% |
| 30D | +7.1% | +9.4% | -2.4% | +6.0% |
| 3M | +22.9% | +5.0% | +17.9% | +22.0% |
| 6M | +29.7% | -3.5% | +33.2% | +29.6% |
| YTD | +34.5% | +4.5% | +30.0% | +33.1% |
| 1Y | +76.1% | +67.8% | +8.3% | +65.7% |
| 3Y | +103.2% | +196.7% | -93.5% | +79.5% |
| 5Y | +22.8% | +151.9% | -129.1% | +9.2% |
| 10Y | +176.3% | +202.2% | -25.9% | +137.9% |
| All | +955.3% | +111.2% | +844.1% | +737.1% |
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