+926.8%
XBI vs ON
+936.2%
-9.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.4% | -1.5% |
| 7D | -3.6% | -1.9% | -1.7% | -3.1% |
| 30D | +0.9% | -11.0% | +11.9% | +4.0% |
| 3M | +21.4% | -39.3% | +60.8% | +36.1% |
| 6M | +25.5% | +19.8% | +5.7% | +13.5% |
| YTD | +30.8% | +31.1% | -0.2% | +14.5% |
| 1Y | +68.6% | +46.0% | +22.6% | +41.8% |
| 3Y | +103.9% | -27.5% | +131.4% | +95.9% |
| 5Y | +20.8% | +56.9% | -36.1% | -11.9% |
| 10Y | +164.0% | +591.8% | -427.8% | +14.5% |
| All | +926.8% | +936.2% | -9.4% | +234.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling