+23.2%
XBI vs RF
+89.9%
-66.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.7% |
| 7D | -0.9% | +2.7% | -3.6% | -1.9% |
| 30D | +2.9% | -3.4% | +6.3% | +4.1% |
| 3M | +26.2% | +6.4% | +19.9% | +22.6% |
| 6M | +30.7% | +13.4% | +17.3% | +23.6% |
| YTD | +32.9% | +14.2% | +18.7% | +24.7% |
| 1Y | +72.3% | +15.7% | +56.6% | +60.3% |
| 3Y | +107.2% | +91.3% | +15.9% | +52.9% |
| 5Y | +23.2% | +89.8% | -66.6% | -10.0% |
| All | +23.2% | +89.9% | -66.8% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling