+20.4%
XBI vs ON
+48.3%
-27.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.3% |
| 7D | -4.6% | -4.7% | +0.1% | -3.4% |
| 30D | -0.8% | -13.5% | +12.7% | +2.8% |
| 3M | +21.8% | -36.3% | +58.1% | +33.4% |
| 6M | +23.2% | +17.8% | +5.4% | +10.9% |
| YTD | +28.7% | +29.6% | -0.8% | +11.9% |
| 1Y | +67.8% | +45.8% | +22.0% | +39.6% |
| 3Y | +100.6% | -28.3% | +129.0% | +94.2% |
| All | +20.4% | +48.3% | -27.9% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling