+47.9%
XBI vs PM
+48.8%
-0.9%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +2.8% |
| 7D | +1.0% | +4.3% | -3.3% | +1.3% |
| 30D | +1.9% | +11.5% | -9.6% | +2.5% |
| 3M | +4.8% | +13.0% | -8.3% | +5.6% |
| 6M | +19.3% | +25.9% | -6.6% | +19.8% |
| YTD | +30.6% | +34.0% | -3.4% | +33.5% |
| 1Y | +47.9% | +46.9% | +1.0% | +52.3% |
| All | +47.9% | +48.8% | -0.9% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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