+943.2%
XBI vs FDS
+824.3%
+118.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.1% | +0.7% |
| 7D | -0.9% | -5.4% | +4.5% | +1.4% |
| 30D | +2.9% | +1.6% | +1.3% | +1.8% |
| 3M | +26.2% | +17.7% | +8.5% | +14.9% |
| 6M | +30.7% | +29.1% | +1.7% | +11.8% |
| YTD | +32.9% | +1.0% | +32.0% | +25.8% |
| 1Y | +72.3% | -21.6% | +93.9% | +81.9% |
| 3Y | +107.2% | -30.1% | +137.3% | +127.5% |
| 5Y | +23.2% | -20.7% | +43.9% | +26.1% |
| 10Y | +158.5% | +78.3% | +80.2% | +71.2% |
| All | +943.2% | +824.3% | +118.9% | +225.7% |
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