+83.4%
XBI vs DT
+100.3%
-16.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -4.6% | -1.6% | -3.0% | -4.2% |
| 30D | -2.0% | +3.0% | -5.0% | -3.2% |
| 3M | +17.8% | +26.5% | -8.7% | +8.3% |
| 6M | +23.7% | +35.9% | -12.2% | +9.2% |
| YTD | +28.2% | +17.8% | +10.4% | +18.0% |
| 1Y | +64.0% | +4.1% | +59.9% | +57.0% |
| 3Y | +99.4% | +5.3% | +94.1% | +84.7% |
| 5Y | +19.3% | -27.2% | +46.5% | +17.9% |
| All | +83.4% | +100.3% | -16.9% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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