+103.5%
XBI vs ED
+34.3%
+69.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -3.6% | -0.2% | -3.5% | -3.6% |
| 30D | +0.9% | +1.9% | -1.1% | +0.7% |
| 3M | +21.4% | +1.9% | +19.6% | +21.2% |
| 6M | +25.5% | -2.3% | +27.8% | +25.7% |
| YTD | +30.8% | +10.9% | +20.0% | +29.0% |
| 1Y | +68.6% | +14.5% | +54.1% | +65.3% |
| All | +103.5% | +34.3% | +69.2% | +81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling