+35.7%
XBI vs OUST
-61.4%
+97.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.1% | -1.5% |
| 7D | -0.9% | +12.7% | -13.6% | -2.4% |
| 30D | +2.9% | -13.6% | +16.5% | +4.5% |
| 3M | +26.2% | -8.3% | +34.5% | +24.2% |
| 6M | +30.7% | +85.0% | -54.2% | +15.1% |
| YTD | +32.9% | +73.2% | -40.3% | +17.3% |
| 1Y | +72.3% | +32.5% | +39.8% | +54.5% |
| 3Y | +107.2% | +643.8% | -536.7% | +27.0% |
| 5Y | +23.2% | -52.1% | +75.3% | +6.4% |
| All | +35.7% | -61.4% | +97.1% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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