+34.3%
XBI vs DFNS
-99.9%
+134.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.4% |
| 7D | -4.6% | -6.3% | +1.7% | -4.6% |
| 30D | -2.0% | -74.0% | +72.0% | -2.1% |
| 3M | +17.8% | -70.1% | +87.9% | +17.9% |
| 6M | +23.7% | -93.9% | +117.6% | +23.6% |
| YTD | +28.2% | -98.1% | +126.3% | +27.9% |
| 1Y | +64.0% | -98.3% | +162.3% | +63.6% |
| 3Y | +99.4% | -99.9% | +199.3% | +92.4% |
| 5Y | +19.3% | -99.9% | +119.2% | +16.2% |
| All | +34.3% | -99.9% | +134.2% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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