+19.8%
XBI vs DAR
-6.7%
+26.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.2% |
| 7D | -4.6% | +0.9% | -5.5% | -4.8% |
| 30D | -0.8% | +6.4% | -7.2% | -2.4% |
| 3M | +21.8% | +13.2% | +8.6% | +17.7% |
| 6M | +23.2% | +26.2% | -3.0% | +15.3% |
| YTD | +28.7% | +84.4% | -55.6% | +9.3% |
| 1Y | +67.8% | +112.0% | -44.3% | +36.4% |
| 3Y | +100.6% | +13.4% | +87.3% | +89.3% |
| 5Y | +19.8% | -6.0% | +25.8% | +15.0% |
| All | +19.8% | -6.7% | +26.6% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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