+103.5%
XBI vs EXC
+20.6%
+82.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -3.6% | +0.3% | -4.0% | -3.6% |
| 30D | +0.9% | -0.9% | +1.7% | +0.9% |
| 3M | +21.4% | -2.7% | +24.1% | +21.6% |
| 6M | +25.5% | -9.4% | +34.9% | +26.7% |
| YTD | +30.8% | +3.0% | +27.8% | +29.8% |
| 1Y | +68.6% | +5.1% | +63.4% | +66.7% |
| All | +103.5% | +20.6% | +82.9% | +86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling