+99.4%
XBI vs EFX
-12.2%
+111.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -4.6% | -4.5% | -0.1% | -3.5% |
| 30D | -2.0% | -6.1% | +4.1% | -0.6% |
| 3M | +17.8% | +6.2% | +11.6% | +14.5% |
| 6M | +23.7% | -11.2% | +34.9% | +26.5% |
| YTD | +28.2% | -21.4% | +49.6% | +35.5% |
| 1Y | +64.0% | -34.3% | +98.3% | +85.1% |
| 3Y | +99.4% | -12.5% | +111.9% | +89.3% |
| All | +99.4% | -12.2% | +111.6% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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