+955.3%
XBI vs ES
+632.5%
+322.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.1% |
| 7D | +0.9% | +0.3% | +0.6% | +0.8% |
| 30D | +7.1% | -2.0% | +9.0% | +7.8% |
| 3M | +22.9% | +1.7% | +21.2% | +21.8% |
| 6M | +29.7% | -3.5% | +33.2% | +30.8% |
| YTD | +34.5% | +7.9% | +26.6% | +29.6% |
| 1Y | +76.1% | +17.2% | +58.9% | +63.2% |
| 3Y | +103.2% | +29.3% | +73.9% | +77.5% |
| 5Y | +22.8% | -5.7% | +28.6% | +20.1% |
| 10Y | +176.3% | +85.2% | +91.1% | +87.5% |
| All | +955.3% | +632.5% | +322.8% | +192.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling