+64.0%
XBI vs EIX
+6.9%
+57.0%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.4% |
| 7D | -4.6% | -1.4% | -3.3% | -4.6% |
| 30D | -2.0% | -19.3% | +17.3% | -1.4% |
| 3M | +17.8% | -21.7% | +39.5% | +19.0% |
| 6M | +23.7% | -19.8% | +43.5% | +24.7% |
| YTD | +28.2% | -3.0% | +31.3% | +29.6% |
| 1Y | +64.0% | +5.1% | +58.9% | +64.8% |
| All | +64.0% | +6.9% | +57.0% | +64.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling