+19.9%
XBI vs DLR
+43.3%
-23.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.1% |
| 7D | -4.6% | +0.1% | -4.7% | -4.7% |
| 30D | -2.0% | -4.3% | +2.3% | -0.4% |
| 3M | +17.8% | +3.8% | +14.0% | +15.2% |
| 6M | +23.7% | +5.8% | +17.9% | +20.2% |
| YTD | +28.2% | +23.5% | +4.7% | +16.9% |
| 1Y | +64.0% | +11.1% | +52.9% | +55.6% |
| 3Y | +99.4% | +57.9% | +41.5% | +58.7% |
| All | +19.9% | +43.3% | -23.4% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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