+19.8%
XBI vs ES
-6.2%
+26.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.0% |
| 7D | -4.6% | -3.5% | -1.1% | -3.7% |
| 30D | -0.8% | -3.0% | +2.2% | 0.0% |
| 3M | +21.8% | -0.3% | +22.1% | +21.7% |
| 6M | +23.2% | -5.2% | +28.3% | +24.6% |
| YTD | +28.7% | +4.8% | +24.0% | +26.3% |
| 1Y | +67.8% | +12.7% | +55.1% | +59.7% |
| 3Y | +100.6% | +27.5% | +73.1% | +78.9% |
| 5Y | +19.8% | -4.7% | +24.5% | +16.1% |
| All | +19.8% | -6.2% | +26.0% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling