+149.7%
XBI vs M
-3.0%
+152.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.7% | -8.1% | -1.7% |
| 7D | -4.6% | -4.2% | -0.4% | -4.0% |
| 30D | -2.0% | -7.2% | +5.2% | -0.8% |
| 3M | +17.8% | -11.1% | +28.9% | +19.7% |
| 6M | +23.7% | +28.8% | -5.1% | +17.7% |
| YTD | +28.2% | +2.0% | +26.2% | +26.5% |
| 1Y | +64.0% | +31.3% | +32.7% | +54.2% |
| 3Y | +99.4% | +119.1% | -19.7% | +65.9% |
| 5Y | +19.3% | +29.7% | -10.3% | +5.2% |
| All | +149.7% | -3.0% | +152.7% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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