+107.2%
XBI vs MOD
+312.9%
-205.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -1.0% |
| 7D | -0.9% | +6.3% | -7.2% | -1.8% |
| 30D | +2.9% | -1.7% | +4.6% | +3.0% |
| 3M | +26.2% | -30.1% | +56.3% | +31.7% |
| 6M | +30.7% | +2.7% | +28.0% | +27.7% |
| YTD | +32.9% | +44.1% | -11.1% | +22.6% |
| 1Y | +72.3% | +38.7% | +33.5% | +58.1% |
| 3Y | +107.2% | +309.8% | -202.6% | +30.0% |
| All | +107.2% | +312.9% | -205.8% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling