+149.7%
XBI vs O
+54.0%
+95.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -4.6% | -2.9% | -1.8% | -3.7% |
| 30D | -2.0% | -4.5% | +2.5% | -0.4% |
| 3M | +17.8% | -2.6% | +20.4% | +18.6% |
| 6M | +23.7% | -5.6% | +29.3% | +25.9% |
| YTD | +28.2% | +9.3% | +19.0% | +23.6% |
| 1Y | +64.0% | +4.3% | +59.7% | +60.6% |
| 3Y | +99.4% | +27.4% | +72.0% | +80.6% |
| 5Y | +19.3% | +17.1% | +2.3% | +11.5% |
| All | +149.7% | +54.0% | +95.7% | +123.2% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 10y: compounded portfolio wealth divided by compounded O 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…
10y analysis · Full analysis span regression · 6 months rolling