+943.2%
XBI vs ED
+457.0%
+486.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.4% |
| 7D | -0.9% | +0.5% | -1.4% | -1.1% |
| 30D | +2.9% | +1.1% | +1.8% | +2.5% |
| 3M | +26.2% | +4.6% | +21.6% | +24.2% |
| 6M | +30.7% | -2.0% | +32.7% | +31.0% |
| YTD | +32.9% | +11.7% | +21.2% | +27.7% |
| 1Y | +72.3% | +15.7% | +56.5% | +63.3% |
| 3Y | +107.2% | +34.4% | +72.8% | +84.4% |
| 5Y | +23.2% | +67.3% | -44.1% | +0.6% |
| 10Y | +158.5% | +104.0% | +54.5% | +82.4% |
| All | +943.2% | +457.0% | +486.2% | +250.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling