+149.7%
XBI vs FDS
+64.8%
+84.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.1% |
| 7D | -4.6% | -14.0% | +9.3% | +0.8% |
| 30D | -2.0% | -6.2% | +4.2% | 0.0% |
| 3M | +17.8% | +10.2% | +7.6% | +11.1% |
| 6M | +23.7% | +27.4% | -3.7% | +7.3% |
| YTD | +28.2% | -9.3% | +37.5% | +28.5% |
| 1Y | +64.0% | -28.6% | +92.6% | +82.9% |
| 3Y | +99.4% | -36.8% | +136.2% | +132.1% |
| 5Y | +19.3% | -28.6% | +48.0% | +28.8% |
| All | +149.7% | +64.8% | +84.9% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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