+99.4%
XBI vs DLTR
+1.4%
+98.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -4.6% | -10.1% | +5.4% | -3.0% |
| 30D | -2.0% | -8.1% | +6.1% | -0.8% |
| 3M | +17.8% | +2.9% | +14.9% | +16.9% |
| 6M | +23.7% | +4.3% | +19.4% | +22.1% |
| YTD | +28.2% | -3.9% | +32.2% | +27.8% |
| 1Y | +64.0% | +18.9% | +45.1% | +57.3% |
| 3Y | +99.4% | +1.9% | +97.5% | +87.3% |
| All | +99.4% | +1.4% | +98.0% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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