+124.1%
XBI vs D
+48.0%
+76.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.5% |
| 7D | -1.1% | -1.4% | +0.3% | -0.7% |
| 30D | +2.6% | +7.7% | -5.2% | +0.5% |
| 3M | -4.0% | -0.3% | -3.7% | -4.1% |
| 6M | +10.9% | +10.1% | +0.9% | +7.6% |
| YTD | +23.6% | +19.1% | +4.5% | +16.9% |
| 1Y | +35.1% | +15.9% | +19.2% | +28.7% |
| 3Y | +125.2% | +75.0% | +50.2% | +87.8% |
| 5Y | +19.7% | +13.4% | +6.4% | +11.7% |
| All | +124.1% | +48.0% | +76.1% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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