+943.2%
XBI vs EXPE
+737.5%
+205.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.9% | +6.7% | +0.8% |
| 7D | -0.9% | -9.8% | +8.9% | +1.6% |
| 30D | +2.9% | -11.5% | +14.4% | +5.7% |
| 3M | +26.2% | +21.7% | +4.5% | +19.2% |
| 6M | +30.7% | +10.4% | +20.3% | +25.9% |
| YTD | +32.9% | -2.5% | +35.5% | +30.4% |
| 1Y | +72.3% | +27.3% | +44.9% | +56.3% |
| 3Y | +107.2% | +153.5% | -46.3% | +51.0% |
| 5Y | +23.2% | +91.1% | -67.9% | -6.8% |
| 10Y | +158.5% | +153.1% | +5.4% | +66.7% |
| All | +943.2% | +737.5% | +205.7% | +293.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling