+20.8%
XBI vs JD
-60.9%
+81.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.1% |
| 7D | -3.6% | -3.0% | -0.6% | -3.0% |
| 30D | +0.9% | -19.3% | +20.2% | +5.3% |
| 3M | +21.4% | -6.0% | +27.5% | +22.6% |
| 6M | +25.5% | +1.8% | +23.7% | +24.3% |
| YTD | +30.8% | -2.6% | +33.4% | +30.6% |
| 1Y | +68.6% | -17.4% | +86.0% | +73.7% |
| 3Y | +103.9% | -8.6% | +112.5% | +95.8% |
| 5Y | +20.8% | -61.6% | +82.4% | +35.1% |
| All | +20.8% | -60.9% | +81.6% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling