+76.1%
XBI vs RJF
+7.8%
+68.2%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | 0.0% |
| 7D | +0.9% | -0.6% | +1.5% | +1.0% |
| 30D | +7.1% | -1.3% | +8.3% | +7.3% |
| 3M | +22.9% | +18.9% | +4.0% | +17.4% |
| 6M | +29.7% | +15.0% | +14.7% | +24.3% |
| YTD | +34.5% | +12.2% | +22.3% | +28.9% |
| 1Y | +76.1% | +5.6% | +70.4% | +69.9% |
| All | +76.1% | +7.8% | +68.2% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling