+19.8%
XBI vs FDS
-28.1%
+47.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.8% | +4.2% | -0.1% |
| 7D | -4.6% | -16.0% | +11.4% | -0.3% |
| 30D | -0.8% | -6.7% | +5.9% | +0.7% |
| 3M | +21.8% | +6.0% | +15.9% | +18.3% |
| 6M | +23.2% | +25.1% | -1.9% | +11.6% |
| YTD | +28.7% | -8.1% | +36.9% | +31.2% |
| 1Y | +67.8% | -26.0% | +93.8% | +87.9% |
| 3Y | +100.6% | -36.4% | +137.1% | +136.6% |
| 5Y | +19.8% | -27.7% | +47.5% | +46.4% |
| All | +19.8% | -28.1% | +47.9% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling