+149.7%
XBI vs ON
+655.4%
-505.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.5% | -8.9% | -2.9% |
| 7D | -4.6% | +2.4% | -7.0% | -5.4% |
| 30D | -2.0% | -8.6% | +6.6% | +0.3% |
| 3M | +17.8% | -34.3% | +52.1% | +29.3% |
| 6M | +23.7% | +28.5% | -4.8% | +8.3% |
| YTD | +28.2% | +40.6% | -12.4% | +8.3% |
| 1Y | +64.0% | +55.3% | +8.6% | +33.0% |
| 3Y | +99.4% | -22.2% | +121.6% | +86.6% |
| 5Y | +19.3% | +62.4% | -43.0% | -18.1% |
| All | +149.7% | +655.4% | -505.7% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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