+312.7%
XBI vs ESI
+226.4%
+86.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -0.9% | +5.4% | -6.3% | -2.7% |
| 30D | +2.9% | -4.2% | +7.1% | +4.2% |
| 3M | +26.2% | -9.6% | +35.8% | +29.2% |
| 6M | +30.7% | +18.3% | +12.4% | +20.3% |
| YTD | +32.9% | +45.8% | -12.9% | +12.7% |
| 1Y | +72.3% | +39.2% | +33.1% | +47.7% |
| 3Y | +107.2% | +86.3% | +20.9% | +56.4% |
| 5Y | +23.2% | +76.2% | -53.1% | -6.3% |
| 10Y | +158.5% | +306.8% | -148.2% | +39.6% |
| All | +312.7% | +226.4% | +86.3% | +160.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling