+149.7%
XBI vs JBL
+1,558.3%
-1,408.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.4% | -2.1% |
| 7D | -4.6% | +2.4% | -7.1% | -5.5% |
| 30D | -2.0% | -13.1% | +11.1% | +2.5% |
| 3M | +17.8% | -15.6% | +33.4% | +23.4% |
| 6M | +23.7% | +24.6% | -0.9% | +11.6% |
| YTD | +28.2% | +39.6% | -11.4% | +10.1% |
| 1Y | +64.0% | +48.6% | +15.4% | +36.3% |
| 3Y | +99.4% | +197.3% | -97.9% | +17.6% |
| 5Y | +19.3% | +413.0% | -393.6% | -46.2% |
| All | +149.7% | +1,558.3% | -1,408.6% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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