+149.7%
XBI vs RJF
+429.3%
-279.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -4.6% | -2.7% | -1.9% | -3.5% |
| 30D | -2.0% | -4.3% | +2.3% | -0.2% |
| 3M | +17.8% | +15.7% | +2.1% | +9.9% |
| 6M | +23.7% | +17.8% | +5.9% | +14.4% |
| YTD | +28.2% | +9.2% | +19.1% | +21.9% |
| 1Y | +64.0% | +2.8% | +61.2% | +59.8% |
| 3Y | +99.4% | +69.5% | +29.9% | +51.9% |
| 5Y | +19.3% | +105.9% | -86.6% | -18.0% |
| All | +149.7% | +429.3% | -279.6% | -1.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling