+99.4%
XBI vs DBX
+27.0%
+72.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.6% |
| 7D | -4.6% | +2.1% | -6.7% | -4.9% |
| 30D | -2.0% | +5.7% | -7.7% | -2.9% |
| 3M | +17.8% | +31.8% | -14.0% | +12.6% |
| 6M | +23.7% | +37.5% | -13.7% | +16.7% |
| YTD | +28.2% | +27.9% | +0.3% | +22.6% |
| 1Y | +64.0% | +15.0% | +48.9% | +60.0% |
| 3Y | +99.4% | +27.2% | +72.2% | +73.6% |
| All | +99.4% | +27.0% | +72.4% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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