+21.8%
XBI vs PM
+127.4%
-105.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.6% |
| 7D | -3.6% | -1.2% | -2.4% | -3.5% |
| 30D | +0.9% | -0.2% | +1.0% | +0.8% |
| 3M | +21.4% | +4.9% | +16.5% | +20.3% |
| 6M | +25.5% | +9.0% | +16.5% | +23.3% |
| YTD | +30.8% | +17.8% | +13.1% | +26.8% |
| 1Y | +68.6% | +16.8% | +51.8% | +63.5% |
| 3Y | +103.9% | +125.4% | -21.5% | +63.2% |
| All | +21.8% | +127.4% | -105.7% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling