+926.8%
XBI vs RJF
+1,159.7%
-232.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | -3.6% | -0.3% | -3.3% | -3.6% |
| 30D | +0.9% | -2.0% | +2.9% | +1.5% |
| 3M | +21.4% | +16.3% | +5.1% | +14.4% |
| 6M | +25.5% | +16.9% | +8.6% | +17.8% |
| YTD | +30.8% | +10.4% | +20.4% | +24.9% |
| 1Y | +68.6% | +7.4% | +61.2% | +62.4% |
| 3Y | +103.9% | +72.2% | +31.7% | +62.5% |
| 5Y | +20.8% | +105.1% | -84.3% | -10.7% |
| 10Y | +164.0% | +430.9% | -267.0% | +32.4% |
| All | +926.8% | +1,159.7% | -232.9% | +227.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling