+19.8%
XBI vs ESI
+66.0%
-46.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | +0.2% |
| 7D | -4.6% | -2.3% | -2.3% | -3.8% |
| 30D | -0.8% | -9.0% | +8.2% | +2.7% |
| 3M | +21.8% | -13.3% | +35.1% | +26.8% |
| 6M | +23.2% | +5.3% | +17.9% | +16.2% |
| YTD | +28.7% | +37.6% | -8.9% | +6.7% |
| 1Y | +67.8% | +33.6% | +34.2% | +39.7% |
| 3Y | +100.6% | +75.8% | +24.9% | +39.2% |
| 5Y | +19.8% | +68.6% | -48.8% | -16.6% |
| All | +19.8% | +66.0% | -46.2% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling