+126.2%
XBI vs FIVE
+40.2%
+85.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.8% | -3.0% |
| 7D | +1.9% | +2.4% | -0.6% | +1.5% |
| 30D | +3.0% | +15.8% | -12.8% | +0.4% |
| 3M | -5.1% | +3.8% | -8.9% | -5.9% |
| 6M | +12.2% | +18.5% | -6.4% | +8.3% |
| YTD | +24.1% | +31.2% | -7.1% | +17.6% |
| 1Y | +33.1% | +61.8% | -28.7% | +21.7% |
| All | +126.2% | +40.2% | +85.9% | +103.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling