+149.9%
XBI vs P
+499.9%
-350.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -1.0% |
| 7D | +0.1% | -13.3% | +13.4% | +3.1% |
| 30D | +0.8% | -34.0% | +34.8% | +10.0% |
| 3M | -1.9% | +4.1% | -6.0% | -4.7% |
| 6M | +15.2% | +30.5% | -15.3% | +4.0% |
| YTD | +27.3% | +52.2% | -24.9% | +9.2% |
| 1Y | +41.5% | +10.3% | +31.2% | +28.8% |
| 3Y | +133.1% | +180.9% | -47.8% | +50.0% |
| 5Y | +23.7% | +259.7% | -236.1% | -28.4% |
| 10Y | +139.0% | +652.6% | -513.6% | +9.1% |
| All | +149.9% | +499.9% | -350.0% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling