+149.7%
XBI vs EXC
+158.0%
-8.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -4.6% | -1.1% | -3.5% | -4.3% |
| 30D | -2.0% | -3.6% | +1.6% | -0.9% |
| 3M | +17.8% | -4.3% | +22.0% | +19.1% |
| 6M | +23.7% | -9.9% | +33.7% | +27.2% |
| YTD | +28.2% | +1.8% | +26.5% | +26.4% |
| 1Y | +64.0% | +2.9% | +61.1% | +60.9% |
| 3Y | +99.4% | +19.1% | +80.3% | +83.1% |
| 5Y | +19.3% | +44.8% | -25.5% | +1.1% |
| All | +149.7% | +158.0% | -8.3% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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