+19.8%
XBI vs EL
-69.5%
+89.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.0% |
| 7D | -4.6% | -4.4% | -0.2% | -3.5% |
| 30D | -0.8% | +10.3% | -11.1% | -3.4% |
| 3M | +21.8% | +13.4% | +8.5% | +17.5% |
| 6M | +23.2% | +3.1% | +20.1% | +20.7% |
| YTD | +28.7% | -6.9% | +35.7% | +28.4% |
| 1Y | +67.8% | +11.9% | +55.9% | +58.4% |
| 3Y | +100.6% | -33.8% | +134.5% | +112.3% |
| 5Y | +19.8% | -69.0% | +88.8% | +70.4% |
| All | +19.8% | -69.5% | +89.3% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling