+47.9%
XBI vs FRMI
-93.1%
+141.0%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -10.6% | +13.2% | +3.1% |
| 7D | +1.0% | -39.7% | +40.7% | +3.3% |
| 30D | +1.9% | -55.2% | +57.0% | +5.3% |
| 3M | +4.8% | -71.2% | +75.9% | +10.3% |
| 6M | +19.3% | -64.1% | +83.4% | +24.0% |
| YTD | +30.6% | -77.2% | +107.9% | +36.0% |
| 1Y | +47.9% | -93.2% | +141.1% | +59.5% |
| All | +47.9% | -93.1% | +141.0% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling