+20.8%
XBI vs M
+22.2%
-1.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | -0.7% |
| 7D | -3.6% | -4.1% | +0.4% | -2.8% |
| 30D | +0.9% | -13.6% | +14.5% | +4.0% |
| 3M | +21.4% | -2.3% | +23.7% | +21.4% |
| 6M | +25.5% | +21.9% | +3.6% | +19.3% |
| YTD | +30.8% | -0.6% | +31.4% | +29.3% |
| 1Y | +68.6% | +29.7% | +38.8% | +56.0% |
| 3Y | +103.9% | +107.3% | -3.4% | +59.6% |
| 5Y | +20.8% | +20.5% | +0.3% | +9.0% |
| All | +20.8% | +22.2% | -1.5% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling