+926.8%
XBI vs LOW
+796.1%
+130.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.1% |
| 7D | -3.6% | -0.6% | -3.0% | -3.4% |
| 30D | +0.9% | -9.3% | +10.1% | +5.2% |
| 3M | +21.4% | -8.1% | +29.5% | +25.2% |
| 6M | +25.5% | -19.8% | +45.3% | +37.1% |
| YTD | +30.8% | -16.4% | +47.2% | +39.6% |
| 1Y | +68.6% | -24.7% | +93.2% | +87.7% |
| 3Y | +103.9% | -8.8% | +112.8% | +106.4% |
| 5Y | +20.8% | +7.8% | +13.0% | +12.8% |
| 10Y | +164.0% | +233.8% | -69.9% | +42.5% |
| All | +926.8% | +796.1% | +130.7% | +226.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling