+20.8%
XBI vs D
+5.1%
+15.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.2% |
| 7D | -3.6% | -0.4% | -3.2% | -3.5% |
| 30D | +0.9% | -2.1% | +2.9% | +1.3% |
| 3M | +21.4% | -0.7% | +22.2% | +21.5% |
| 6M | +25.5% | +5.6% | +19.9% | +23.3% |
| YTD | +30.8% | +14.6% | +16.3% | +25.4% |
| 1Y | +68.6% | +15.3% | +53.2% | +61.0% |
| 3Y | +103.9% | +59.1% | +44.8% | +73.2% |
| 5Y | +20.8% | +3.9% | +16.8% | +8.9% |
| All | +20.8% | +5.1% | +15.7% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling