+124.1%
XBI vs M
-7.1%
+131.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -2.0% | -0.7% |
| 7D | -1.1% | +7.0% | -8.1% | -2.3% |
| 30D | +2.6% | +8.9% | -6.3% | +1.0% |
| 3M | -4.0% | +4.5% | -8.5% | -5.0% |
| 6M | +10.9% | +36.2% | -25.3% | +4.5% |
| YTD | +23.6% | +15.1% | +8.5% | +19.3% |
| 1Y | +35.1% | +27.4% | +7.7% | +27.9% |
| 3Y | +125.2% | +160.1% | -35.0% | +82.3% |
| 5Y | +19.7% | -1.6% | +21.3% | +9.3% |
| All | +124.1% | -7.1% | +131.2% | +82.2% |
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