+22.3%
XBI vs EXC
+41.3%
-19.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | -1.1% | +1.4% | -2.5% | -1.4% |
| 30D | +2.6% | +8.6% | -6.0% | +0.7% |
| 3M | -4.0% | +2.4% | -6.4% | -4.6% |
| 6M | +10.9% | +6.5% | +4.5% | +9.0% |
| YTD | +23.6% | +9.0% | +14.5% | +20.2% |
| 1Y | +35.1% | +4.6% | +30.5% | +32.9% |
| 3Y | +125.2% | +33.5% | +91.7% | +101.4% |
| All | +22.3% | +41.3% | -19.0% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling