+869.9%
XBI vs ES
+648.2%
+221.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | -1.1% | +2.7% | -3.8% | -2.1% |
| 30D | +2.6% | +7.6% | -5.0% | -0.5% |
| 3M | -4.0% | +0.5% | -4.5% | -4.5% |
| 6M | +10.9% | +7.6% | +3.3% | +7.2% |
| YTD | +23.6% | +10.2% | +13.4% | +17.9% |
| 1Y | +35.1% | +1.8% | +33.3% | +32.2% |
| 3Y | +125.2% | +55.4% | +69.8% | +82.7% |
| 5Y | +19.7% | +7.3% | +12.4% | +11.0% |
| 10Y | +130.6% | +96.4% | +34.2% | +52.3% |
| All | +869.9% | +648.2% | +221.7% | +165.8% |
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