+292.9%
XBI vs JD
+45.3%
+247.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +0.9% | -0.7% |
| 7D | -0.9% | -0.8% | -0.1% | -0.7% |
| 30D | +2.9% | -16.0% | +18.9% | +7.2% |
| 3M | +26.2% | -3.2% | +29.4% | +26.7% |
| 6M | +30.7% | +6.1% | +24.7% | +27.9% |
| YTD | +32.9% | -0.1% | +33.1% | +31.8% |
| 1Y | +72.3% | -12.7% | +85.0% | +76.0% |
| 3Y | +107.2% | -6.3% | +113.5% | +96.3% |
| 5Y | +23.2% | -61.3% | +84.5% | +37.4% |
| 10Y | +158.5% | +17.6% | +140.9% | +90.5% |
| All | +292.9% | +45.3% | +247.6% | +168.6% |
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