+125.2%
XBI vs DFNS
-100.0%
+225.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | -0.4% |
| 7D | -1.1% | -6.0% | +4.9% | -1.1% |
| 30D | +2.6% | -71.2% | +73.8% | +2.5% |
| 3M | -4.0% | -94.5% | +90.5% | -4.1% |
| 6M | +10.9% | -96.5% | +107.5% | +10.9% |
| YTD | +23.6% | -99.6% | +123.2% | +23.2% |
| 1Y | +35.1% | -99.7% | +134.8% | +34.7% |
| 3Y | +125.2% | -100.0% | +225.2% | +123.0% |
| All | +125.2% | -100.0% | +225.2% | +123.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling