+149.7%
XBI vs DRI
+353.8%
-204.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | -4.6% | -3.2% | -1.4% | -3.7% |
| 30D | -2.0% | -7.8% | +5.8% | +0.4% |
| 3M | +17.8% | +0.4% | +17.4% | +17.3% |
| 6M | +23.7% | +4.8% | +18.9% | +21.3% |
| YTD | +28.2% | +16.7% | +11.5% | +21.1% |
| 1Y | +64.0% | +1.5% | +62.5% | +61.1% |
| 3Y | +99.4% | +56.3% | +43.1% | +69.3% |
| 5Y | +19.3% | +66.4% | -47.1% | -1.5% |
| All | +149.7% | +353.8% | -204.1% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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