+30.0%
XBI vs FPS
+12.3%
+17.7%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.8% | +4.2% | -0.8% |
| 7D | -4.6% | -4.6% | 0.0% | -4.0% |
| 30D | -0.8% | -22.6% | +21.8% | +2.7% |
| 3M | +21.8% | -45.1% | +66.9% | +31.2% |
| 6M | +23.2% | -17.8% | +41.0% | +23.1% |
| All | +30.0% | +12.3% | +17.7% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling