+35.1%
XBI vs PL
+12.6%
+22.6%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | -1.1% | +10.0% | -11.1% | -2.1% |
| 30D | +2.6% | -2.3% | +4.8% | +2.5% |
| 3M | -4.0% | -44.2% | +40.2% | +0.3% |
| 6M | +10.9% | -66.1% | +77.0% | +19.3% |
| YTD | +23.6% | -30.0% | +53.6% | +25.5% |
| 1Y | +35.1% | +21.0% | +14.1% | +34.7% |
| All | +35.1% | +12.6% | +22.6% | +34.7% |
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