+19.9%
XBI vs DUK
+39.2%
-19.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -4.6% | -0.7% | -4.0% | -4.5% |
| 30D | -2.0% | -2.4% | +0.4% | -1.6% |
| 3M | +17.8% | -3.0% | +20.8% | +18.3% |
| 6M | +23.7% | -6.6% | +30.3% | +25.1% |
| YTD | +28.2% | +4.6% | +23.7% | +26.2% |
| 1Y | +64.0% | +1.2% | +62.7% | +62.6% |
| 3Y | +99.4% | +45.7% | +53.7% | +74.9% |
| All | +19.9% | +39.2% | -19.3% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 5y: compounded portfolio wealth divided by compounded DUK 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…
5y analysis · Full analysis span regression · 6 months rolling