+99.4%
XBI vs ESI
+74.1%
+25.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -4.6% | -4.6% | 0.0% | -3.2% |
| 30D | -2.0% | -10.5% | +8.5% | +1.3% |
| 3M | +17.8% | -19.8% | +37.6% | +25.0% |
| 6M | +23.7% | +5.8% | +17.9% | +17.6% |
| YTD | +28.2% | +38.3% | -10.1% | +9.4% |
| 1Y | +64.0% | +31.5% | +32.4% | +41.7% |
| 3Y | +99.4% | +80.7% | +18.7% | +36.8% |
| All | +99.4% | +74.1% | +25.3% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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