+910.3%
XBI vs DTE
+757.2%
+153.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.1% |
| 7D | -4.6% | -2.0% | -2.6% | -3.8% |
| 30D | -0.8% | -2.4% | +1.6% | +0.2% |
| 3M | +21.8% | -7.3% | +29.1% | +25.4% |
| 6M | +23.2% | -7.6% | +30.8% | +26.7% |
| YTD | +28.7% | +5.8% | +22.9% | +24.8% |
| 1Y | +67.8% | +2.3% | +65.4% | +64.7% |
| 3Y | +100.6% | +45.0% | +55.6% | +68.0% |
| 5Y | +19.8% | +33.2% | -13.4% | +2.5% |
| 10Y | +159.7% | +141.4% | +18.3% | +57.2% |
| All | +910.3% | +757.2% | +153.1% | +183.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling