+76.1%
XBI vs DE
+49.4%
+26.7%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.9% | +10.0% | -9.1% | +0.2% |
| 30D | +7.1% | +13.3% | -6.3% | +6.2% |
| 3M | +22.9% | +17.5% | +5.4% | +21.0% |
| 6M | +29.7% | +13.6% | +16.1% | +28.2% |
| YTD | +34.5% | +49.8% | -15.3% | +29.5% |
| 1Y | +76.1% | +47.9% | +28.2% | +70.9% |
| All | +76.1% | +49.4% | +26.7% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling