+149.7%
XBI vs RSG
+428.9%
-279.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.7% |
| 7D | -4.6% | 0.0% | -4.7% | -4.7% |
| 30D | -2.0% | +4.0% | -6.0% | -3.5% |
| 3M | +17.8% | +7.4% | +10.4% | +14.1% |
| 6M | +23.7% | +0.1% | +23.6% | +22.8% |
| YTD | +28.2% | +6.0% | +22.2% | +23.8% |
| 1Y | +64.0% | -3.0% | +66.9% | +64.4% |
| 3Y | +99.4% | +56.5% | +42.9% | +57.0% |
| 5Y | +19.3% | +90.9% | -71.6% | -16.4% |
| All | +149.7% | +428.9% | -279.2% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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