+149.7%
XBI vs ED
+108.5%
+41.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -4.6% | -0.8% | -3.9% | -4.5% |
| 30D | -2.0% | -0.4% | -1.6% | -2.0% |
| 3M | +17.8% | +0.5% | +17.3% | +17.6% |
| 6M | +23.7% | -3.1% | +26.9% | +24.1% |
| YTD | +28.2% | +9.8% | +18.4% | +26.0% |
| 1Y | +64.0% | +12.6% | +51.4% | +60.3% |
| 3Y | +99.4% | +31.4% | +68.0% | +88.1% |
| 5Y | +19.3% | +69.4% | -50.1% | +8.3% |
| All | +149.7% | +108.5% | +41.2% | +138.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling