+18.6%
XBI vs PL
+84.9%
-66.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | -0.2% |
| 7D | +0.9% | -9.3% | +10.2% | +2.2% |
| 30D | +7.1% | -18.9% | +26.0% | +10.1% |
| 3M | +22.9% | -58.4% | +81.3% | +37.1% |
| 6M | +29.7% | -30.3% | +60.0% | +31.7% |
| YTD | +34.5% | -8.1% | +42.6% | +29.8% |
| 1Y | +76.1% | +180.5% | -104.4% | +37.5% |
| 3Y | +103.2% | +444.1% | -341.0% | +24.0% |
| 5Y | +22.8% | +83.0% | -60.2% | -12.7% |
| All | +18.6% | +84.9% | -66.3% | -16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling