+100.2%
XBI vs EW
+17.2%
+83.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | -4.6% | -3.4% | -1.2% | -4.0% |
| 30D | -0.8% | -7.4% | +6.6% | +0.7% |
| 3M | +21.8% | +0.9% | +20.9% | +21.5% |
| 6M | +23.2% | +1.2% | +22.0% | +22.7% |
| YTD | +28.7% | +1.8% | +27.0% | +27.9% |
| 1Y | +67.8% | +10.8% | +56.9% | +64.2% |
| All | +100.2% | +17.2% | +83.0% | +77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling