+869.9%
XBI vs B
+77.4%
+792.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.4% |
| 7D | -1.1% | -7.3% | +6.2% | -0.3% |
| 30D | +2.6% | -3.3% | +5.9% | +2.9% |
| 3M | -4.0% | -7.8% | +3.7% | -3.3% |
| 6M | +10.9% | -15.5% | +26.5% | +12.5% |
| YTD | +23.6% | -12.3% | +35.8% | +24.5% |
| 1Y | +35.1% | +5.4% | +29.7% | +33.5% |
| 3Y | +125.2% | +165.5% | -40.4% | +101.4% |
| 5Y | +19.7% | +107.0% | -87.3% | +8.6% |
| 10Y | +130.6% | +210.6% | -80.0% | +99.4% |
| All | +869.9% | +77.4% | +792.5% | +683.0% |
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