+910.3%
XBI vs DE
+2,587.0%
-1,676.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -4.6% | -2.4% | -2.2% | -3.8% |
| 30D | -0.8% | +9.7% | -10.5% | -4.5% |
| 3M | +21.8% | +21.4% | +0.5% | +12.6% |
| 6M | +23.2% | +15.0% | +8.2% | +15.6% |
| YTD | +28.7% | +46.4% | -17.7% | +9.6% |
| 1Y | +67.8% | +45.6% | +22.1% | +42.8% |
| 3Y | +100.6% | +76.8% | +23.9% | +56.2% |
| 5Y | +19.8% | +99.4% | -79.6% | -13.4% |
| 10Y | +159.7% | +864.6% | -704.8% | -0.7% |
| All | +910.3% | +2,587.0% | -1,676.7% | +136.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling