+64.0%
XBI vs EL
+12.6%
+51.3%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -4.6% | -6.5% | +1.8% | -3.4% |
| 30D | -2.0% | +11.1% | -13.1% | -4.2% |
| 3M | +17.8% | +10.7% | +7.1% | +15.2% |
| 6M | +23.7% | +6.9% | +16.8% | +20.1% |
| YTD | +28.2% | -6.3% | +34.5% | +27.4% |
| 1Y | +64.0% | +13.5% | +50.5% | +58.8% |
| All | +64.0% | +12.6% | +51.3% | +58.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling