+907.0%
XBI vs D
+326.0%
+581.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -1.8% | -2.4% | +0.7% | -0.9% |
| 30D | +3.2% | +9.0% | -5.7% | -0.3% |
| 3M | -1.1% | +1.0% | -2.1% | -1.7% |
| 6M | +16.1% | +11.0% | +5.1% | +10.7% |
| YTD | +28.3% | +19.8% | +8.5% | +18.2% |
| 1Y | +37.7% | +16.0% | +21.7% | +28.3% |
| 3Y | +134.9% | +74.4% | +60.6% | +81.9% |
| 5Y | +24.5% | +13.5% | +11.0% | +13.2% |
| 10Y | +139.4% | +48.4% | +91.0% | +79.4% |
| All | +907.0% | +326.0% | +581.0% | +295.5% |
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