+164.0%
XBI vs P
+485.4%
-321.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.7% |
| 7D | +0.9% | +6.5% | -5.7% | -0.7% |
| 30D | +7.1% | +18.8% | -11.8% | +2.0% |
| 3M | +22.9% | +26.7% | -3.8% | +14.4% |
| 6M | +29.7% | +62.2% | -32.5% | +12.3% |
| YTD | +34.5% | +48.5% | -14.0% | +17.6% |
| 1Y | +76.1% | +26.4% | +49.7% | +56.2% |
| 3Y | +103.2% | +159.4% | -56.2% | +35.3% |
| 5Y | +22.8% | +275.8% | -252.9% | -28.9% |
| 10Y | +176.3% | +732.0% | -555.7% | +26.2% |
| All | +164.0% | +485.4% | -321.4% | +20.2% |
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