+72.3%
XBI vs PL
+131.1%
-58.9%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -1.0% |
| 7D | -0.9% | -7.5% | +6.6% | -0.3% |
| 30D | +2.9% | -25.6% | +28.5% | +5.4% |
| 3M | +26.2% | -45.6% | +71.8% | +31.7% |
| 6M | +30.7% | -29.5% | +60.3% | +33.1% |
| YTD | +32.9% | -9.7% | +42.6% | +32.3% |
| 1Y | +72.3% | +84.4% | -12.1% | +62.7% |
| All | +72.3% | +131.1% | -58.9% | +62.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling