+907.0%
XBI vs M
+38.9%
+868.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | -1.8% | -3.3% | +1.6% | -1.1% |
| 30D | +3.2% | +8.1% | -4.8% | +1.3% |
| 3M | -1.1% | +2.2% | -3.3% | -1.9% |
| 6M | +16.1% | +35.1% | -19.0% | +7.8% |
| YTD | +28.3% | +15.8% | +12.5% | +22.4% |
| 1Y | +37.7% | +25.8% | +11.9% | +28.7% |
| 3Y | +134.9% | +156.2% | -21.3% | +79.2% |
| 5Y | +24.5% | -2.4% | +26.9% | +11.7% |
| 10Y | +139.4% | -7.1% | +146.5% | +86.3% |
| All | +907.0% | +38.9% | +868.0% | +441.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling