+898.9%
XBI vs MOD
+324.1%
+574.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.7% |
| 7D | +0.1% | -17.8% | +17.9% | +2.8% |
| 30D | +0.8% | -43.2% | +44.1% | +10.2% |
| 3M | -1.9% | -46.0% | +44.2% | +7.6% |
| 6M | +15.2% | -62.2% | +77.5% | +32.7% |
| YTD | +27.3% | -22.8% | +50.1% | +27.2% |
| 1Y | +41.5% | -35.5% | +76.9% | +44.9% |
| 3Y | +133.1% | +128.2% | +4.8% | +78.2% |
| 5Y | +23.7% | +791.6% | -768.0% | -29.6% |
| 10Y | +139.0% | +886.3% | -747.3% | +15.2% |
| All | +898.9% | +324.1% | +574.8% | +416.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling