+64.0%
XBI vs PM
+19.3%
+44.6%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.3% |
| 7D | -4.6% | +4.7% | -9.3% | -4.2% |
| 30D | -2.0% | +2.6% | -4.6% | -1.7% |
| 3M | +17.8% | +6.6% | +11.2% | +18.4% |
| 6M | +23.7% | +16.5% | +7.2% | +24.7% |
| YTD | +28.2% | +21.2% | +7.1% | +31.8% |
| 1Y | +64.0% | +17.9% | +46.1% | +67.8% |
| All | +64.0% | +19.3% | +44.6% | +67.8% |
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