+19.9%
XBI vs LOW
+5.4%
+14.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -4.6% | -3.7% | -0.9% | -2.8% |
| 30D | -2.0% | -8.9% | +6.9% | +2.6% |
| 3M | +17.8% | -10.4% | +28.2% | +23.6% |
| 6M | +23.7% | -19.4% | +43.1% | +37.0% |
| YTD | +28.2% | -17.1% | +45.3% | +38.6% |
| 1Y | +64.0% | -26.3% | +90.2% | +88.9% |
| 3Y | +99.4% | -9.9% | +109.3% | +98.4% |
| All | +19.9% | +5.4% | +14.5% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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