+142.6%
XBI vs P
+535.2%
-392.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | 0.0% |
| 7D | -1.1% | +11.6% | -12.7% | -3.6% |
| 30D | +2.6% | -23.7% | +26.3% | +8.3% |
| 3M | -4.0% | -8.0% | +4.0% | -3.9% |
| 6M | +10.9% | +27.9% | -17.0% | +0.9% |
| YTD | +23.6% | +61.2% | -37.6% | +4.6% |
| 1Y | +35.1% | +28.6% | +6.5% | +18.5% |
| 3Y | +125.2% | +200.5% | -75.3% | +42.5% |
| 5Y | +19.7% | +282.9% | -263.2% | -31.7% |
| 10Y | +130.6% | +665.9% | -535.3% | +4.4% |
| All | +142.6% | +535.2% | -392.6% | +6.9% |
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