+149.7%
XBI vs EXPE
+169.0%
-19.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | -4.6% | -5.8% | +1.1% | -3.3% |
| 30D | -2.0% | -13.6% | +11.6% | +1.2% |
| 3M | +17.8% | +25.2% | -7.4% | +10.4% |
| 6M | +23.7% | +22.3% | +1.4% | +16.1% |
| YTD | +28.2% | -0.3% | +28.5% | +25.2% |
| 1Y | +64.0% | +27.8% | +36.2% | +48.3% |
| 3Y | +99.4% | +162.4% | -63.0% | +41.5% |
| 5Y | +19.3% | +95.8% | -76.5% | -11.8% |
| All | +149.7% | +169.0% | -19.3% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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