+99.4%
XBI vs MAR
+66.4%
+33.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.0% |
| 7D | -4.6% | -0.5% | -4.1% | -4.5% |
| 30D | -2.0% | -5.4% | +3.4% | 0.0% |
| 3M | +17.8% | -15.5% | +33.3% | +24.9% |
| 6M | +23.7% | +3.0% | +20.8% | +21.1% |
| YTD | +28.2% | +8.5% | +19.7% | +22.1% |
| 1Y | +64.0% | +26.0% | +38.0% | +45.8% |
| 3Y | +99.4% | +68.6% | +30.8% | +43.7% |
| All | +99.4% | +66.4% | +33.0% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 3y: compounded portfolio wealth divided by compounded MAR 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…
3y analysis · Full analysis span regression · 6 months rolling