+955.3%
XBI vs D
+312.1%
+643.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +0.9% | +1.5% | -0.6% | +0.3% |
| 30D | +7.1% | -2.6% | +9.6% | +8.1% |
| 3M | +22.9% | 0.0% | +22.9% | +22.7% |
| 6M | +29.7% | +7.4% | +22.3% | +25.3% |
| YTD | +34.5% | +15.9% | +18.6% | +25.7% |
| 1Y | +76.1% | +18.1% | +57.9% | +62.9% |
| 3Y | +103.2% | +58.4% | +44.8% | +63.4% |
| 5Y | +22.8% | +5.2% | +17.6% | +15.2% |
| 10Y | +176.3% | +35.9% | +140.4% | +116.0% |
| All | +955.3% | +312.1% | +643.2% | +320.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling