+869.9%
XBI vs EXC
+154.9%
+715.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.9% |
| 7D | -1.1% | +1.4% | -2.5% | -1.5% |
| 30D | +2.6% | +8.6% | -6.0% | -0.4% |
| 3M | -4.0% | +2.4% | -6.4% | -5.0% |
| 6M | +10.9% | +6.5% | +4.5% | +8.0% |
| YTD | +23.6% | +9.0% | +14.5% | +18.7% |
| 1Y | +35.1% | +4.6% | +30.5% | +31.6% |
| 3Y | +125.2% | +33.5% | +91.7% | +97.9% |
| 5Y | +19.7% | +41.4% | -21.7% | +2.0% |
| 10Y | +130.6% | +204.3% | -73.7% | +44.0% |
| All | +869.9% | +154.9% | +715.0% | +489.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling