+119.2%
XBI vs PL
+455.3%
-336.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.4% | -7.8% | +1.5% |
| 7D | -2.4% | -6.8% | +4.4% | -1.8% |
| 30D | +1.3% | -29.3% | +30.6% | +4.8% |
| 3M | -1.5% | -44.8% | +43.3% | +4.1% |
| 6M | +10.7% | -68.4% | +79.0% | +22.1% |
| YTD | +25.0% | -36.4% | +61.3% | +26.5% |
| 1Y | +39.9% | +0.7% | +39.1% | +34.0% |
| 3Y | +119.2% | +455.3% | -336.1% | +42.5% |
| All | +119.2% | +455.3% | -336.1% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling