+19.8%
XBI vs ED
+66.8%
-46.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -4.6% | -1.9% | -2.7% | -4.4% |
| 30D | -0.8% | +0.1% | -0.9% | -0.8% |
| 3M | +21.8% | 0.0% | +21.8% | +21.7% |
| 6M | +23.2% | -2.5% | +25.7% | +23.4% |
| YTD | +28.7% | +10.1% | +18.6% | +26.1% |
| 1Y | +67.8% | +13.6% | +54.2% | +63.2% |
| 3Y | +100.6% | +32.4% | +68.2% | +84.8% |
| 5Y | +19.8% | +69.9% | -50.0% | +14.0% |
| All | +19.8% | +66.8% | -46.9% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling