+124.1%
XBI vs RBA
+207.2%
-83.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -0.7% |
| 7D | -1.1% | +1.7% | -2.8% | -1.6% |
| 30D | +2.6% | +8.3% | -5.8% | 0.0% |
| 3M | -4.0% | +10.5% | -14.6% | -7.2% |
| 6M | +10.9% | -5.9% | +16.8% | +11.5% |
| YTD | +23.6% | -6.9% | +30.5% | +23.8% |
| 1Y | +35.1% | -4.9% | +40.0% | +34.3% |
| 3Y | +125.2% | +64.5% | +60.7% | +84.7% |
| 5Y | +19.7% | +46.1% | -26.3% | -1.2% |
| All | +124.1% | +207.2% | -83.1% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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