+149.7%
XBI vs PYPL
+44.3%
+105.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | -4.6% | -2.3% | -2.4% | -3.9% |
| 30D | -2.0% | -9.0% | +7.0% | +1.1% |
| 3M | +17.8% | +30.6% | -12.8% | +4.6% |
| 6M | +23.7% | +18.6% | +5.2% | +13.6% |
| YTD | +28.2% | -7.2% | +35.4% | +27.7% |
| 1Y | +64.0% | -19.3% | +83.2% | +71.5% |
| 3Y | +99.4% | -12.3% | +111.7% | +91.9% |
| 5Y | +19.3% | -80.9% | +100.2% | +109.3% |
| All | +149.7% | +44.3% | +105.4% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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