+150.7%
XBI vs JD
+20.5%
+130.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -4.6% | -2.6% | -2.0% | -4.0% |
| 30D | -0.8% | -15.4% | +14.6% | +3.0% |
| 3M | +21.8% | -5.0% | +26.9% | +22.8% |
| 6M | +23.2% | +0.9% | +22.3% | +22.1% |
| YTD | +28.7% | -2.5% | +31.2% | +28.4% |
| 1Y | +67.8% | -16.0% | +83.8% | +72.8% |
| 3Y | +100.6% | -8.5% | +109.2% | +91.7% |
| 5Y | +19.8% | -61.8% | +81.6% | +34.0% |
| All | +150.7% | +20.5% | +130.2% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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