+955.3%
XBI vs RF
+75.1%
+880.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | +0.9% | +1.3% | -0.4% | +0.6% |
| 30D | +7.1% | -3.6% | +10.7% | +7.8% |
| 3M | +22.9% | +8.1% | +14.8% | +20.7% |
| 6M | +29.7% | +11.5% | +18.2% | +26.5% |
| YTD | +34.5% | +15.6% | +18.9% | +29.9% |
| 1Y | +76.1% | +15.7% | +60.4% | +69.8% |
| 3Y | +103.2% | +86.9% | +16.3% | +76.2% |
| 5Y | +22.8% | +89.8% | -67.0% | +5.4% |
| 10Y | +176.3% | +344.7% | -168.4% | +95.3% |
| All | +955.3% | +75.1% | +880.2% | +678.4% |
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