+149.7%
XBI vs PM
+219.2%
-69.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -4.6% | +4.7% | -9.3% | -5.8% |
| 30D | -2.0% | +2.6% | -4.6% | -2.7% |
| 3M | +17.8% | +6.6% | +11.2% | +15.4% |
| 6M | +23.7% | +16.5% | +7.2% | +17.7% |
| YTD | +28.2% | +21.2% | +7.1% | +20.4% |
| 1Y | +64.0% | +17.9% | +46.1% | +54.6% |
| 3Y | +99.4% | +129.8% | -30.4% | +48.4% |
| 5Y | +19.3% | +133.0% | -113.7% | -12.8% |
| All | +149.7% | +219.2% | -69.5% | +74.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling