+149.7%
XBI vs DTE
+137.8%
+11.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | 0.0% |
| 7D | -4.6% | -2.6% | -2.1% | -3.9% |
| 30D | -2.0% | -4.4% | +2.4% | -0.6% |
| 3M | +17.8% | -8.3% | +26.1% | +20.9% |
| 6M | +23.7% | -8.1% | +31.8% | +26.6% |
| YTD | +28.2% | +4.4% | +23.8% | +25.7% |
| 1Y | +64.0% | +0.2% | +63.8% | +62.8% |
| 3Y | +99.4% | +42.6% | +56.8% | +75.0% |
| 5Y | +19.3% | +31.5% | -12.1% | +6.5% |
| All | +149.7% | +137.8% | +11.9% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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