+13.7%
XBI vs DECK
+25.8%
-12.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.2% | -6.3% |
| 7D | -6.0% | +6.0% | -12.0% | -7.3% |
| 30D | -1.7% | +7.4% | -9.1% | -3.5% |
| 3M | -3.0% | -11.7% | +8.6% | -0.3% |
| 6M | +11.0% | -11.0% | +22.0% | +13.2% |
| YTD | +21.8% | -15.4% | +37.2% | +24.5% |
| 1Y | +36.5% | +7.2% | +29.2% | +30.3% |
| 3Y | +109.0% | -11.8% | +120.8% | +86.0% |
| 5Y | +13.7% | +24.3% | -10.6% | -18.6% |
| All | +13.7% | +25.8% | -12.1% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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