+265.3%
XBI vs JD
+46.5%
+218.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -2.0% | -0.8% |
| 7D | -1.1% | -4.1% | +3.0% | -0.1% |
| 30D | +2.6% | +4.6% | -2.0% | +1.3% |
| 3M | -4.0% | -4.7% | +0.7% | -3.0% |
| 6M | +10.9% | -17.4% | +28.3% | +15.4% |
| YTD | +23.6% | +0.7% | +22.9% | +22.1% |
| 1Y | +35.1% | -5.9% | +41.0% | +35.7% |
| 3Y | +125.2% | +18.9% | +106.3% | +100.3% |
| 5Y | +19.7% | -62.9% | +82.7% | +35.5% |
| 10Y | +130.6% | +32.5% | +98.1% | +64.1% |
| All | +265.3% | +46.5% | +218.8% | +148.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling