+64.0%
XBI vs ELV
+36.0%
+28.0%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | -4.6% | +3.2% | -7.8% | -4.9% |
| 30D | -2.0% | +5.4% | -7.4% | -2.5% |
| 3M | +17.8% | +5.4% | +12.4% | +17.0% |
| 6M | +23.7% | +45.7% | -22.0% | +17.8% |
| YTD | +28.2% | +21.2% | +7.0% | +22.6% |
| 1Y | +64.0% | +35.6% | +28.3% | +49.7% |
| All | +64.0% | +36.0% | +28.0% | +49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling