+149.7%
XBI vs OMC
+34.2%
+115.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -4.6% | -4.4% | -0.3% | -3.3% |
| 30D | -2.0% | -7.6% | +5.6% | +0.3% |
| 3M | +17.8% | +4.5% | +13.3% | +15.0% |
| 6M | +23.7% | -0.3% | +24.0% | +22.5% |
| YTD | +28.2% | -0.1% | +28.4% | +25.6% |
| 1Y | +64.0% | +4.6% | +59.3% | +57.0% |
| 3Y | +99.4% | +10.5% | +88.9% | +84.9% |
| 5Y | +19.3% | +31.7% | -12.4% | +2.4% |
| All | +149.7% | +34.2% | +115.5% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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