+78.3%
XBI vs FGI
-69.8%
+148.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.2% |
| 7D | -0.9% | +5.2% | -6.1% | -1.0% |
| 30D | +2.9% | +65.2% | -62.3% | +1.1% |
| 3M | +26.2% | +30.2% | -4.0% | +24.5% |
| 6M | +30.7% | +87.8% | -57.1% | +25.7% |
| YTD | +32.9% | +32.5% | +0.5% | +29.1% |
| 1Y | +72.3% | +93.6% | -21.3% | +60.8% |
| 3Y | +107.2% | -2.6% | +109.8% | +95.1% |
| All | +78.3% | -69.8% | +148.1% | +79.7% |
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