+955.3%
XBI vs FE
+137.2%
+818.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.2% |
| 7D | +0.9% | +1.9% | -1.1% | +0.2% |
| 30D | +7.1% | -1.2% | +8.2% | +7.4% |
| 3M | +22.9% | +3.5% | +19.4% | +21.2% |
| 6M | +29.7% | -6.1% | +35.8% | +32.0% |
| YTD | +34.5% | +7.6% | +26.9% | +30.5% |
| 1Y | +76.1% | +11.9% | +64.1% | +68.5% |
| 3Y | +103.2% | +48.4% | +54.8% | +74.8% |
| 5Y | +22.8% | +44.8% | -21.9% | +5.6% |
| 10Y | +176.3% | +115.9% | +60.4% | +97.3% |
| All | +955.3% | +137.2% | +818.1% | +563.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling