+149.7%
XBI vs P
+718.8%
-569.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -1.4% |
| 7D | -4.6% | -1.3% | -3.3% | -4.4% |
| 30D | -2.0% | -11.9% | +9.9% | +0.5% |
| 3M | +17.8% | +41.6% | -23.8% | +6.4% |
| 6M | +23.7% | +58.1% | -34.4% | +6.9% |
| YTD | +28.2% | +46.5% | -18.3% | +11.7% |
| 1Y | +64.0% | +19.1% | +44.9% | +46.8% |
| 3Y | +99.4% | +150.6% | -51.2% | +30.2% |
| 5Y | +19.3% | +271.8% | -252.4% | -34.0% |
| All | +149.7% | +718.8% | -569.1% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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