+9.0%
XBI vs PL
+40.9%
-31.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -1.1% | +10.0% | -11.1% | -2.5% |
| 30D | +2.6% | -2.3% | +4.8% | +2.6% |
| 3M | -4.0% | -44.2% | +40.2% | +3.5% |
| 6M | +10.9% | -66.1% | +77.0% | +26.3% |
| YTD | +23.6% | -30.0% | +53.6% | +23.2% |
| 1Y | +35.1% | +21.0% | +14.1% | +22.5% |
| 3Y | +125.2% | +516.5% | -391.3% | +30.7% |
| 5Y | +19.7% | +32.0% | -12.3% | -14.1% |
| All | +9.0% | +40.9% | -31.9% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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