+149.7%
XBI vs EIX
+19.9%
+129.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | -4.6% | -1.4% | -3.3% | -4.4% |
| 30D | -2.0% | -19.3% | +17.3% | +2.0% |
| 3M | +17.8% | -21.7% | +39.5% | +23.3% |
| 6M | +23.7% | -19.8% | +43.5% | +28.4% |
| YTD | +28.2% | -3.0% | +31.3% | +26.0% |
| 1Y | +64.0% | +5.1% | +58.9% | +57.3% |
| 3Y | +99.4% | -7.0% | +106.4% | +94.7% |
| 5Y | +19.3% | +22.0% | -2.7% | +7.3% |
| All | +149.7% | +19.9% | +129.8% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling