+132.6%
XBI vs LIN
+424.6%
-292.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.3% |
| 7D | -1.8% | +0.3% | -2.1% | -1.9% |
| 30D | +3.2% | +8.0% | -4.8% | -0.9% |
| 3M | -1.1% | +7.7% | -8.8% | -5.1% |
| 6M | +16.1% | +5.1% | +11.0% | +12.5% |
| YTD | +28.3% | +24.7% | +3.6% | +12.6% |
| 1Y | +37.7% | +25.1% | +12.6% | +20.4% |
| 3Y | +134.9% | +36.8% | +98.1% | +93.6% |
| 5Y | +24.5% | +67.9% | -43.3% | -9.9% |
| All | +132.6% | +424.6% | -292.0% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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