+19.8%
XBI vs FE
+47.9%
-28.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -4.6% | -1.7% | -2.9% | -4.1% |
| 30D | -0.8% | -1.3% | +0.5% | -0.4% |
| 3M | +21.8% | +0.6% | +21.2% | +21.3% |
| 6M | +23.2% | -6.8% | +30.0% | +25.7% |
| YTD | +28.7% | +6.4% | +22.3% | +25.3% |
| 1Y | +67.8% | +11.3% | +56.5% | +60.6% |
| 3Y | +100.6% | +47.1% | +53.6% | +69.4% |
| 5Y | +19.8% | +50.4% | -30.6% | +0.8% |
| All | +19.8% | +47.9% | -28.1% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling