+19.8%
XBI vs EIX
+22.7%
-2.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | -4.6% | +0.8% | -5.4% | -4.8% |
| 30D | -0.8% | -18.8% | +18.0% | +2.8% |
| 3M | +21.8% | -19.7% | +41.5% | +26.3% |
| 6M | +23.2% | -18.2% | +41.4% | +26.8% |
| YTD | +28.7% | -1.7% | +30.5% | +25.3% |
| 1Y | +67.8% | +7.8% | +60.0% | +58.4% |
| 3Y | +100.6% | -5.6% | +106.3% | +92.4% |
| 5Y | +19.8% | +23.7% | -3.9% | +9.1% |
| All | +19.8% | +22.7% | -2.9% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling