+107.2%
XBI vs ES
+33.1%
+74.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.8% | -1.3% |
| 7D | -0.9% | +1.4% | -2.3% | -1.2% |
| 30D | +2.9% | -1.2% | +4.1% | +3.1% |
| 3M | +26.2% | +5.0% | +21.2% | +24.5% |
| 6M | +30.7% | -2.8% | +33.5% | +31.3% |
| YTD | +32.9% | +8.6% | +24.4% | +29.5% |
| 1Y | +72.3% | +18.9% | +53.3% | +61.8% |
| 3Y | +107.2% | +32.1% | +75.0% | +73.3% |
| All | +107.2% | +33.1% | +74.1% | +73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling