+149.7%
XBI vs RNG
+222.9%
-73.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -4.6% | -6.1% | +1.4% | -3.2% |
| 30D | -2.0% | +9.6% | -11.6% | -4.4% |
| 3M | +17.8% | +83.3% | -65.5% | -0.3% |
| 6M | +23.7% | +77.9% | -54.2% | +3.8% |
| YTD | +28.2% | +139.9% | -111.7% | -3.5% |
| 1Y | +64.0% | +121.7% | -57.7% | +25.4% |
| 3Y | +99.4% | +121.9% | -22.5% | +44.0% |
| 5Y | +19.3% | -68.4% | +87.7% | +37.3% |
| All | +149.7% | +222.9% | -73.2% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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