+32.2%
XBI vs FPS
+19.2%
+13.0%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | -1.0% |
| 7D | -3.6% | +5.3% | -9.0% | -4.4% |
| 30D | +0.9% | -17.6% | +18.4% | +3.5% |
| 3M | +21.4% | -45.8% | +67.2% | +31.1% |
| 6M | +25.5% | -10.1% | +35.6% | +23.7% |
| All | +32.2% | +19.2% | +13.0% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 3y: compounded portfolio wealth divided by compounded FPS 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…
3y analysis · Full analysis span regression · 6 months rolling