+164.0%
XBI vs RF
+334.5%
-170.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -3.6% | -0.1% | -3.5% | -3.6% |
| 30D | +0.9% | -4.0% | +4.9% | +2.2% |
| 3M | +21.4% | +5.6% | +15.9% | +18.7% |
| 6M | +25.5% | +13.1% | +12.4% | +19.5% |
| YTD | +30.8% | +13.6% | +17.3% | +23.9% |
| 1Y | +68.6% | +16.0% | +52.6% | +58.0% |
| 3Y | +103.9% | +90.2% | +13.7% | +57.1% |
| 5Y | +20.8% | +87.0% | -66.2% | -8.1% |
| 10Y | +164.0% | +338.5% | -174.5% | +19.9% |
| All | +164.0% | +334.5% | -170.5% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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