+874.1%
XBI vs FE
+138.1%
+735.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.2% |
| 7D | +1.9% | -0.3% | +2.2% | +2.0% |
| 30D | +3.0% | +3.9% | -0.9% | +1.6% |
| 3M | -5.1% | -0.1% | -5.0% | -5.2% |
| 6M | +12.2% | +6.1% | +6.1% | +9.6% |
| YTD | +24.1% | +8.1% | +16.1% | +20.2% |
| 1Y | +33.1% | +4.4% | +28.7% | +30.4% |
| 3Y | +127.3% | +49.0% | +78.3% | +95.0% |
| 5Y | +20.2% | +46.1% | -25.9% | +3.1% |
| 10Y | +131.6% | +122.6% | +9.0% | +64.0% |
| All | +874.1% | +138.1% | +735.9% | +510.6% |
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