+103.5%
XBI vs FE
+46.9%
+56.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -3.6% | -0.2% | -3.4% | -3.6% |
| 30D | +0.9% | -1.2% | +2.0% | +1.1% |
| 3M | +21.4% | +1.7% | +19.8% | +20.6% |
| 6M | +25.5% | -7.5% | +33.0% | +28.1% |
| YTD | +30.8% | +6.3% | +24.5% | +27.6% |
| 1Y | +68.6% | +10.9% | +57.7% | +62.1% |
| All | +103.5% | +46.9% | +56.6% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 3y: compounded portfolio wealth divided by compounded FE 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…
3y analysis · Full analysis span regression · 6 months rolling