+164.0%
XBI vs FN
+890.7%
-726.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.0% | -1.7% |
| 7D | -3.6% | +5.8% | -9.4% | -4.8% |
| 30D | +0.9% | -20.6% | +21.5% | +5.2% |
| 3M | +21.4% | -28.6% | +50.1% | +28.2% |
| 6M | +25.5% | -20.7% | +46.2% | +26.2% |
| YTD | +30.8% | -8.1% | +39.0% | +25.0% |
| 1Y | +68.6% | +13.3% | +55.2% | +50.8% |
| 3Y | +103.9% | +175.7% | -71.8% | +30.8% |
| 5Y | +20.8% | +297.4% | -276.6% | -34.2% |
| 10Y | +164.0% | +950.9% | -786.9% | +2.7% |
| All | +164.0% | +890.7% | -726.7% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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