+926.8%
XBI vs ROST
+3,994.7%
-3,067.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.9% |
| 7D | -3.6% | -2.2% | -1.4% | -2.8% |
| 30D | +0.9% | -11.4% | +12.3% | +5.5% |
| 3M | +21.4% | -1.6% | +23.1% | +21.5% |
| 6M | +25.5% | +6.8% | +18.7% | +21.4% |
| YTD | +30.8% | +25.8% | +5.0% | +18.5% |
| 1Y | +68.6% | +52.4% | +16.2% | +41.4% |
| 3Y | +103.9% | +94.4% | +9.6% | +54.1% |
| 5Y | +20.8% | +108.2% | -87.5% | -13.7% |
| 10Y | +164.0% | +308.5% | -144.5% | +34.1% |
| All | +926.8% | +3,994.7% | -3,067.9% | +98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling