+124.1%
XBI vs MOD
+1,079.7%
-955.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +27.9% | -28.3% | -4.4% |
| 7D | -1.1% | +40.4% | -41.5% | -6.3% |
| 30D | +2.6% | -14.0% | +16.6% | +3.6% |
| 3M | -4.0% | -33.3% | +29.3% | +0.1% |
| 6M | +10.9% | -51.4% | +62.3% | +19.9% |
| YTD | +23.6% | +1.6% | +22.0% | +18.0% |
| 1Y | +35.1% | +5.4% | +29.7% | +27.7% |
| 3Y | +125.2% | +191.0% | -65.8% | +71.6% |
| 5Y | +19.7% | +1,093.1% | -1,073.4% | -29.3% |
| All | +124.1% | +1,079.7% | -955.6% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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