+16.6%
XBI vs FN
-40.9%
+57.5%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +11.9% | -8.8% | +2.0% |
| 7D | +3.2% | +16.3% | -13.1% | +1.8% |
| 30D | +2.0% | -24.7% | +26.8% | +2.3% |
| 3M | -0.3% | -34.9% | +34.6% | +0.8% |
| All | +16.6% | -40.9% | +57.5% | +16.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling