+149.7%
XBI vs EW
+120.5%
+29.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.7% |
| 7D | -4.6% | -6.2% | +1.5% | -2.3% |
| 30D | -2.0% | -9.3% | +7.3% | +1.9% |
| 3M | +17.8% | -1.6% | +19.4% | +18.2% |
| 6M | +23.7% | -0.8% | +24.6% | +23.4% |
| YTD | +28.2% | -1.0% | +29.3% | +27.8% |
| 1Y | +64.0% | +8.2% | +55.8% | +57.3% |
| 3Y | +99.4% | +12.7% | +86.7% | +75.7% |
| 5Y | +19.3% | -30.2% | +49.5% | +28.8% |
| All | +149.7% | +120.5% | +29.2% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling