+99.4%
XBI vs NYT
+56.2%
+43.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -4.6% | -0.6% | -4.1% | -4.5% |
| 30D | -2.0% | +4.6% | -6.6% | -2.7% |
| 3M | +17.8% | -9.6% | +27.4% | +19.3% |
| 6M | +23.7% | -14.0% | +37.7% | +26.5% |
| YTD | +28.2% | -2.8% | +31.1% | +27.2% |
| 1Y | +64.0% | +15.6% | +48.4% | +55.6% |
| 3Y | +99.4% | +56.3% | +43.1% | +63.3% |
| All | +99.4% | +56.2% | +43.2% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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