+149.7%
XBI vs ES
+82.1%
+67.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -4.6% | -3.6% | -1.1% | -3.7% |
| 30D | -2.0% | -4.2% | +2.2% | -0.9% |
| 3M | +17.8% | +0.1% | +17.7% | +17.6% |
| 6M | +23.7% | -6.2% | +29.9% | +25.5% |
| YTD | +28.2% | +4.1% | +24.2% | +26.2% |
| 1Y | +64.0% | +10.2% | +53.8% | +58.0% |
| 3Y | +99.4% | +26.1% | +73.3% | +82.1% |
| 5Y | +19.3% | -5.3% | +24.7% | +16.9% |
| All | +149.7% | +82.1% | +67.6% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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