-4.5%
XBI vs EXE
+187.5%
-192.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.3% |
| 7D | -3.6% | -2.7% | -0.9% | -3.2% |
| 30D | +0.9% | -0.4% | +1.2% | +0.9% |
| 3M | +21.4% | +9.5% | +11.9% | +19.3% |
| 6M | +25.5% | -9.3% | +34.8% | +27.2% |
| YTD | +30.8% | -10.9% | +41.8% | +32.7% |
| 1Y | +68.6% | +4.3% | +64.3% | +65.1% |
| 3Y | +103.9% | +18.8% | +85.1% | +92.3% |
| 5Y | +20.8% | +101.4% | -80.7% | -0.1% |
| All | -4.5% | +187.5% | -192.0% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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