+12.3%
XBI vs PL
+45.6%
-33.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +0.1% | +5.6% | -5.6% | -0.9% |
| 30D | +0.8% | -16.9% | +17.8% | +3.2% |
| 3M | -1.9% | -38.2% | +36.3% | +4.3% |
| 6M | +15.2% | -63.4% | +78.7% | +29.7% |
| YTD | +27.3% | -27.6% | +54.9% | +26.3% |
| 1Y | +41.5% | +6.6% | +34.9% | +30.7% |
| 3Y | +133.1% | +557.6% | -424.5% | +33.6% |
| 5Y | +23.7% | +39.5% | -15.8% | -11.5% |
| All | +12.3% | +45.6% | -33.3% | -18.5% |
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