+22.7%
XBI vs P
+289.9%
-267.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.8% | -1.4% |
| 7D | -0.9% | +7.8% | -8.7% | -2.3% |
| 30D | +2.9% | +12.3% | -9.4% | +0.1% |
| 3M | +26.2% | +37.1% | -10.9% | +17.7% |
| 6M | +30.7% | +66.1% | -35.4% | +16.1% |
| YTD | +32.9% | +50.9% | -18.0% | +19.3% |
| 1Y | +72.3% | +27.2% | +45.0% | +56.2% |
| 3Y | +107.2% | +158.7% | -51.5% | +42.0% |
| All | +22.7% | +289.9% | -267.2% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling