+21.8%
XBI vs FIVE
+33.8%
-12.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.2% | -0.9% |
| 7D | -3.6% | +1.7% | -5.3% | -4.1% |
| 30D | +0.9% | +5.0% | -4.1% | -0.6% |
| 3M | +21.4% | +29.5% | -8.1% | +13.0% |
| 6M | +25.5% | +12.4% | +13.1% | +20.3% |
| YTD | +30.8% | +31.2% | -0.4% | +20.1% |
| 1Y | +68.6% | +72.9% | -4.3% | +42.9% |
| 3Y | +103.9% | +53.0% | +50.9% | +72.3% |
| All | +21.8% | +33.8% | -12.0% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling