+943.2%
XBI vs EL
+619.7%
+323.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +0.9% | -0.4% |
| 7D | -0.9% | +1.7% | -2.6% | -1.5% |
| 30D | +2.9% | +15.5% | -12.6% | -2.3% |
| 3M | +26.2% | +20.6% | +5.7% | +17.7% |
| 6M | +30.7% | +10.5% | +20.2% | +24.2% |
| YTD | +32.9% | -1.9% | +34.8% | +29.9% |
| 1Y | +72.3% | +16.1% | +56.2% | +57.5% |
| 3Y | +107.2% | -30.2% | +137.4% | +110.8% |
| 5Y | +23.2% | -67.4% | +90.5% | +65.2% |
| 10Y | +158.5% | +31.2% | +127.3% | +91.6% |
| All | +943.2% | +619.7% | +323.5% | +298.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling