+99.4%
XBI vs ROST
+98.0%
+1.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -1.2% |
| 7D | -4.6% | +0.2% | -4.9% | -4.7% |
| 30D | -2.0% | -6.9% | +4.9% | +0.4% |
| 3M | +17.8% | -3.3% | +21.1% | +18.8% |
| 6M | +23.7% | +9.0% | +14.7% | +18.4% |
| YTD | +28.2% | +28.9% | -0.6% | +14.3% |
| 1Y | +64.0% | +54.0% | +10.0% | +34.9% |
| 3Y | +99.4% | +100.7% | -1.3% | +39.2% |
| All | +99.4% | +98.0% | +1.4% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 3y: compounded portfolio wealth divided by compounded ROST 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…
3y analysis · Full analysis span regression · 6 months rolling