+107.2%
XBI vs FIVE
+59.0%
+48.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.9% | -1.3% |
| 7D | -0.9% | +3.7% | -4.6% | -1.5% |
| 30D | +2.9% | +4.0% | -1.1% | +2.1% |
| 3M | +26.2% | +36.2% | -10.0% | +19.4% |
| 6M | +30.7% | +18.0% | +12.7% | +26.2% |
| YTD | +32.9% | +34.9% | -1.9% | +25.3% |
| 1Y | +72.3% | +67.9% | +4.4% | +56.0% |
| 3Y | +107.2% | +57.3% | +49.9% | +82.0% |
| All | +107.2% | +59.0% | +48.2% | +82.0% |
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