+107.2%
XBI vs D
+65.5%
+41.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -0.9% | +0.8% | -1.7% | -1.0% |
| 30D | +2.9% | -0.7% | +3.6% | +3.0% |
| 3M | +26.2% | +2.1% | +24.1% | +25.6% |
| 6M | +30.7% | +6.8% | +23.9% | +28.6% |
| YTD | +32.9% | +16.5% | +16.4% | +27.5% |
| 1Y | +72.3% | +19.2% | +53.1% | +64.0% |
| 3Y | +107.2% | +61.9% | +45.3% | +65.0% |
| All | +107.2% | +65.5% | +41.7% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling