+149.7%
XBI vs EL
+26.1%
+123.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -4.6% | -6.5% | +1.8% | -2.7% |
| 30D | -2.0% | +11.1% | -13.1% | -5.3% |
| 3M | +17.8% | +10.7% | +7.1% | +13.5% |
| 6M | +23.7% | +6.9% | +16.8% | +19.5% |
| YTD | +28.2% | -6.3% | +34.5% | +27.5% |
| 1Y | +64.0% | +13.5% | +50.5% | +52.3% |
| 3Y | +99.4% | -33.1% | +132.5% | +108.3% |
| 5Y | +19.3% | -68.8% | +88.1% | +66.6% |
| All | +149.7% | +26.1% | +123.6% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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