+898.9%
XBI vs RF
+65.2%
+833.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | +0.1% | +0.3% | -0.3% | 0.0% |
| 30D | +0.8% | +6.2% | -5.3% | -0.4% |
| 3M | -1.9% | -7.8% | +6.0% | -0.3% |
| 6M | +15.2% | +5.9% | +9.3% | +13.5% |
| YTD | +27.3% | +9.0% | +18.3% | +24.5% |
| 1Y | +41.5% | +19.3% | +22.2% | +35.7% |
| 3Y | +133.1% | +116.4% | +16.6% | +96.7% |
| 5Y | +23.7% | +46.0% | -22.4% | +11.7% |
| 10Y | +139.0% | +239.8% | -100.8% | +77.0% |
| All | +898.9% | +65.2% | +833.7% | +645.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling