+869.9%
XBI vs FDS
+964.0%
-94.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | -1.1% | +1.5% | -2.6% | -1.7% |
| 30D | +2.6% | +14.8% | -12.2% | -3.8% |
| 3M | -4.0% | +16.3% | -20.3% | -11.2% |
| 6M | +10.9% | +66.2% | -55.3% | -15.1% |
| YTD | +23.6% | +16.2% | +7.4% | +9.0% |
| 1Y | +35.1% | +21.8% | +13.3% | +16.0% |
| 3Y | +125.2% | -23.9% | +149.1% | +137.0% |
| 5Y | +19.7% | -23.1% | +42.8% | +24.5% |
| 10Y | +130.6% | +128.7% | +1.9% | +35.3% |
| All | +869.9% | +964.0% | -94.1% | +182.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling