+910.3%
XBI vs EFX
+441.6%
+468.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -4.6% | -11.1% | +6.5% | +0.6% |
| 30D | -0.8% | -7.4% | +6.6% | +2.4% |
| 3M | +21.8% | +1.5% | +20.3% | +18.7% |
| 6M | +23.2% | -13.7% | +36.9% | +28.5% |
| YTD | +28.7% | -21.9% | +50.6% | +38.7% |
| 1Y | +67.8% | -30.8% | +98.6% | +90.6% |
| 3Y | +100.6% | -12.4% | +113.0% | +94.7% |
| 5Y | +19.8% | -35.9% | +55.7% | +33.0% |
| 10Y | +159.7% | +41.0% | +118.8% | +74.6% |
| All | +910.3% | +441.6% | +468.7% | +195.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling