+47.9%
XBI vs ED
+27.1%
+20.8%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.0% | -0.3% | +3.3% |
| 7D | +1.0% | +5.4% | -4.4% | +2.1% |
| 30D | +1.9% | +16.4% | -14.5% | +5.0% |
| 3M | +4.8% | +11.9% | -7.1% | +7.3% |
| 6M | +19.3% | +11.6% | +7.7% | +22.3% |
| YTD | +30.6% | +24.1% | +6.5% | +35.7% |
| 1Y | +47.9% | +26.9% | +21.0% | +53.3% |
| All | +47.9% | +27.1% | +20.8% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling