+72.8%
XBI vs FGI
-70.0%
+142.8%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +3.1% |
| 7D | +3.2% | -1.4% | +4.6% | +3.2% |
| 30D | +2.0% | -3.2% | +5.3% | +2.1% |
| 3M | -0.3% | +64.1% | -64.4% | -2.1% |
| 6M | +16.6% | +17.2% | -0.6% | +15.0% |
| YTD | +28.8% | +31.6% | -2.8% | +25.0% |
| 1Y | +44.6% | +45.1% | -0.5% | +39.2% |
| 3Y | +137.1% | -2.0% | +139.1% | +123.2% |
| All | +72.8% | -70.0% | +142.8% | +74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling