+75.1%
XBI vs FOXA
+92.4%
-17.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.7% |
| 7D | -4.6% | +0.8% | -5.4% | -4.9% |
| 30D | -2.0% | +5.0% | -7.0% | -3.7% |
| 3M | +17.8% | -3.0% | +20.8% | +17.5% |
| 6M | +23.7% | +14.8% | +9.0% | +16.2% |
| YTD | +28.2% | -8.9% | +37.1% | +29.8% |
| 1Y | +64.0% | +13.3% | +50.6% | +53.3% |
| 3Y | +99.4% | +115.4% | -16.0% | +46.4% |
| 5Y | +19.3% | +95.3% | -75.9% | -10.0% |
| All | +75.1% | +92.4% | -17.2% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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