+910.3%
XBI vs EFV
+203.3%
+707.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.4% |
| 7D | -4.6% | -2.0% | -2.6% | -3.2% |
| 30D | -0.8% | -0.2% | -0.6% | -0.6% |
| 3M | +21.8% | +9.1% | +12.7% | +14.3% |
| 6M | +23.2% | +11.7% | +11.5% | +13.7% |
| YTD | +28.7% | +17.0% | +11.7% | +14.8% |
| 1Y | +67.8% | +26.7% | +41.1% | +41.2% |
| 3Y | +100.6% | +90.2% | +10.5% | +26.0% |
| 5Y | +19.8% | +96.1% | -76.3% | -26.1% |
| 10Y | +159.7% | +164.5% | -4.8% | +30.9% |
| All | +910.3% | +203.3% | +707.0% | +320.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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