+150.7%
XBI vs FIVE
+483.6%
-333.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.0% |
| 7D | -4.6% | +0.6% | -5.1% | -4.8% |
| 30D | -0.8% | +3.0% | -3.8% | -1.7% |
| 3M | +21.8% | +23.2% | -1.4% | +14.7% |
| 6M | +23.2% | +9.2% | +14.0% | +18.9% |
| YTD | +28.7% | +28.1% | +0.6% | +18.8% |
| 1Y | +67.8% | +65.3% | +2.5% | +43.9% |
| 3Y | +100.6% | +49.4% | +51.3% | +66.0% |
| 5Y | +19.8% | +29.5% | -9.7% | 0.0% |
| All | +150.7% | +483.6% | -333.0% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling