+89.9%
XBI vs FIG
-73.2%
+163.1%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.7% | +4.5% | -1.0% |
| 7D | -0.9% | -16.4% | +15.5% | -0.3% |
| 30D | +2.9% | -2.3% | +5.2% | +2.9% |
| 3M | +26.2% | +7.8% | +18.4% | +25.3% |
| 6M | +30.7% | -21.8% | +52.6% | +31.3% |
| YTD | +32.9% | -39.1% | +72.1% | +35.5% |
| 1Y | +72.3% | -56.6% | +128.9% | +78.9% |
| All | +89.9% | -73.2% | +163.1% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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