+23.2%
XBI vs MOD
+1,517.7%
-1,494.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -1.0% |
| 7D | -0.9% | +6.3% | -7.2% | -1.9% |
| 30D | +2.9% | -1.7% | +4.6% | +3.0% |
| 3M | +26.2% | -30.1% | +56.3% | +32.3% |
| 6M | +30.7% | +2.7% | +28.0% | +27.4% |
| YTD | +32.9% | +44.1% | -11.1% | +21.4% |
| 1Y | +72.3% | +38.7% | +33.5% | +56.6% |
| 3Y | +107.2% | +309.8% | -202.6% | +41.2% |
| 5Y | +23.2% | +1,569.7% | -1,546.5% | -42.2% |
| All | +23.2% | +1,517.7% | -1,494.6% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling