+149.7%
XBI vs DD
+66.6%
+83.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -4.6% | -3.5% | -1.1% | -3.3% |
| 30D | -2.0% | -11.7% | +9.7% | +2.9% |
| 3M | +17.8% | -9.2% | +27.0% | +22.1% |
| 6M | +23.7% | -7.2% | +30.9% | +26.6% |
| YTD | +28.2% | +6.6% | +21.6% | +23.4% |
| 1Y | +64.0% | +32.0% | +32.0% | +43.6% |
| 3Y | +99.4% | +42.1% | +57.3% | +65.3% |
| 5Y | +19.3% | +58.1% | -38.7% | -6.8% |
| All | +149.7% | +66.6% | +83.1% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling