+869.9%
XBI vs FE
+140.7%
+729.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | -1.1% | +1.2% | -2.3% | -1.5% |
| 30D | +2.6% | +4.5% | -2.0% | +1.0% |
| 3M | -4.0% | +1.3% | -5.4% | -4.6% |
| 6M | +10.9% | +8.7% | +2.3% | +7.5% |
| YTD | +23.6% | +9.2% | +14.4% | +19.3% |
| 1Y | +35.1% | +7.0% | +28.1% | +31.3% |
| 3Y | +125.2% | +51.4% | +73.8% | +92.2% |
| 5Y | +19.7% | +47.7% | -28.0% | +2.2% |
| 10Y | +130.6% | +125.0% | +5.6% | +62.7% |
| All | +869.9% | +140.7% | +729.2% | +505.8% |
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 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