+25.5%
XBI vs EFX
-17.4%
+42.9%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.5% |
| 7D | -3.6% | -9.4% | +5.8% | -3.3% |
| 30D | +0.9% | -6.9% | +7.7% | +1.1% |
| 3M | +21.4% | +0.1% | +21.3% | +20.7% |
| 6M | +25.5% | -17.3% | +42.8% | +34.5% |
| All | +25.5% | -17.4% | +42.9% | +34.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling