+68.6%
XBI vs FGI
+93.3%
-24.7%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -1.6% |
| 7D | -3.6% | +14.7% | -18.3% | -3.6% |
| 30D | +0.9% | +67.0% | -66.1% | +1.0% |
| 3M | +21.4% | +31.0% | -9.6% | +21.7% |
| 6M | +25.5% | +126.8% | -101.3% | +25.0% |
| YTD | +30.8% | +35.6% | -4.8% | +30.7% |
| 1Y | +68.6% | +108.9% | -40.3% | +69.4% |
| All | +68.6% | +93.3% | -24.7% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling