+910.3%
XBI vs DLTR
+1,212.6%
-302.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -4.6% | -9.4% | +4.8% | -2.3% |
| 30D | -0.8% | -7.3% | +6.5% | +0.9% |
| 3M | +21.8% | +7.6% | +14.3% | +19.2% |
| 6M | +23.2% | +1.6% | +21.6% | +21.4% |
| YTD | +28.7% | -3.5% | +32.3% | +28.0% |
| 1Y | +67.8% | +20.0% | +47.7% | +57.3% |
| 3Y | +100.6% | +2.3% | +98.4% | +89.0% |
| 5Y | +19.8% | +31.5% | -11.7% | +1.8% |
| 10Y | +159.7% | +45.4% | +114.4% | +98.7% |
| All | +910.3% | +1,212.6% | -302.3% | +276.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling