+31.5%
XBI vs OUST
-60.2%
+91.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.8% | -7.8% | +1.7% |
| 7D | +3.2% | +36.7% | -33.5% | -1.1% |
| 30D | +2.0% | -3.3% | +5.4% | +1.9% |
| 3M | -0.3% | -11.1% | +10.8% | +0.1% |
| 6M | +16.6% | +53.1% | -36.5% | +5.2% |
| YTD | +28.8% | +78.2% | -49.4% | +12.3% |
| 1Y | +44.6% | +50.0% | -5.4% | +28.5% |
| 3Y | +137.1% | +836.2% | -699.1% | +39.7% |
| 5Y | +22.8% | -50.0% | +72.7% | +4.9% |
| All | +31.5% | -60.2% | +91.7% | +16.3% |
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