+943.2%
XBI vs EW
+2,157.4%
-1,214.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | +0.3% |
| 7D | -0.9% | -4.4% | +3.5% | +0.9% |
| 30D | +2.9% | -3.3% | +6.2% | +4.3% |
| 3M | +26.2% | +1.0% | +25.2% | +25.4% |
| 6M | +30.7% | +6.2% | +24.5% | +26.8% |
| YTD | +32.9% | +1.7% | +31.2% | +31.0% |
| 1Y | +72.3% | +8.1% | +64.2% | +65.2% |
| 3Y | +107.2% | +17.1% | +90.1% | +80.7% |
| 5Y | +23.2% | -29.4% | +52.5% | +31.2% |
| 10Y | +158.5% | +121.7% | +36.8% | +62.6% |
| All | +943.2% | +2,157.4% | -1,214.2% | +101.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling