+955.3%
XBI vs MOD
+707.4%
+247.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -1.1% |
| 7D | +0.9% | +9.6% | -8.7% | -0.8% |
| 30D | +7.1% | 0.0% | +7.0% | +6.8% |
| 3M | +22.9% | -35.4% | +58.3% | +31.3% |
| 6M | +29.7% | -7.3% | +37.0% | +28.6% |
| YTD | +34.5% | +45.8% | -11.3% | +21.9% |
| 1Y | +76.1% | +43.1% | +32.9% | +58.3% |
| 3Y | +103.2% | +297.7% | -194.5% | +42.3% |
| 5Y | +22.8% | +1,478.8% | -1,455.9% | -36.0% |
| 10Y | +176.3% | +1,633.4% | -1,457.1% | +22.2% |
| All | +955.3% | +707.4% | +247.9% | +394.0% |
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 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