+99.4%
XBI vs EOG
+22.5%
+76.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -4.6% | +1.5% | -6.1% | -4.8% |
| 30D | -2.0% | +2.9% | -4.9% | -2.3% |
| 3M | +17.8% | +8.7% | +9.1% | +16.5% |
| 6M | +23.7% | +12.9% | +10.8% | +20.7% |
| YTD | +28.2% | +43.8% | -15.6% | +18.5% |
| 1Y | +64.0% | +27.1% | +36.9% | +56.0% |
| 3Y | +99.4% | +25.9% | +73.5% | +83.5% |
| All | +99.4% | +22.5% | +76.9% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 3y: compounded portfolio wealth divided by compounded EOG 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…
3y analysis · Full analysis span regression · 6 months rolling