+943.2%
XBI vs FIS
+150.8%
+792.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.9% | +4.7% | +1.3% |
| 7D | -0.9% | -3.5% | +2.6% | +0.5% |
| 30D | +2.9% | -7.8% | +10.7% | +6.0% |
| 3M | +26.2% | +0.8% | +25.4% | +24.2% |
| 6M | +30.7% | -21.9% | +52.6% | +42.1% |
| YTD | +32.9% | -39.5% | +72.4% | +60.3% |
| 1Y | +72.3% | -41.0% | +113.3% | +109.3% |
| 3Y | +107.2% | -23.6% | +130.8% | +119.7% |
| 5Y | +23.2% | -65.6% | +88.8% | +77.5% |
| 10Y | +158.5% | -40.2% | +198.7% | +178.0% |
| All | +943.2% | +150.8% | +792.4% | +453.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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