+164.0%
XBI vs MOD
+1,486.8%
-1,322.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.1% |
| 7D | -3.6% | +3.6% | -7.2% | -4.2% |
| 30D | +0.9% | -2.6% | +3.5% | +1.1% |
| 3M | +21.4% | -33.1% | +54.6% | +27.8% |
| 6M | +25.5% | -7.5% | +33.0% | +24.7% |
| YTD | +30.8% | +39.3% | -8.5% | +21.1% |
| 1Y | +68.6% | +34.3% | +34.3% | +55.4% |
| 3Y | +103.9% | +296.2% | -192.3% | +49.8% |
| 5Y | +20.8% | +1,504.6% | -1,483.8% | -31.2% |
| 10Y | +164.0% | +1,511.5% | -1,347.5% | +29.5% |
| All | +164.0% | +1,486.8% | -1,322.8% | +29.5% |
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