+149.7%
XBI vs ELV
+280.2%
-130.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -4.6% | +3.2% | -7.8% | -5.6% |
| 30D | -2.0% | +5.4% | -7.4% | -3.7% |
| 3M | +17.8% | +5.4% | +12.4% | +15.2% |
| 6M | +23.7% | +45.7% | -22.0% | +8.9% |
| YTD | +28.2% | +21.2% | +7.0% | +18.4% |
| 1Y | +64.0% | +35.6% | +28.3% | +45.4% |
| 3Y | +99.4% | -2.0% | +101.4% | +91.8% |
| 5Y | +19.3% | +26.0% | -6.7% | +2.0% |
| All | +149.7% | +280.2% | -130.5% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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