+149.7%
XBI vs DG
+101.8%
+47.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | -4.6% | -6.5% | +1.8% | -3.2% |
| 30D | -2.0% | +4.2% | -6.2% | -3.0% |
| 3M | +17.8% | +9.5% | +8.3% | +14.8% |
| 6M | +23.7% | -13.1% | +36.9% | +26.9% |
| YTD | +28.2% | -4.8% | +33.1% | +28.5% |
| 1Y | +64.0% | +20.6% | +43.4% | +54.3% |
| 3Y | +99.4% | +4.9% | +94.5% | +85.7% |
| 5Y | +19.3% | -37.9% | +57.2% | +29.6% |
| All | +149.7% | +101.8% | +47.9% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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