+786.9%
XBI vs FN
+3,241.9%
-2,455.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +11.9% | -8.8% | +0.8% |
| 7D | +3.2% | +16.3% | -13.1% | -0.2% |
| 30D | +2.0% | -24.7% | +26.8% | +6.8% |
| 3M | -0.3% | -34.9% | +34.6% | +6.1% |
| 6M | +16.6% | -41.1% | +57.7% | +24.3% |
| YTD | +28.8% | -19.6% | +48.4% | +26.0% |
| 1Y | +44.6% | -18.5% | +63.1% | +40.3% |
| 3Y | +137.1% | +119.1% | +18.0% | +75.1% |
| 5Y | +22.8% | +206.9% | -184.2% | -18.3% |
| 10Y | +149.4% | +826.4% | -677.0% | +29.5% |
| All | +786.9% | +3,241.9% | -2,455.1% | +274.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling