+149.7%
XBI vs RUN
+42.2%
+107.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -4.6% | -3.7% | -0.9% | -4.1% |
| 30D | -2.0% | -13.0% | +11.0% | +0.2% |
| 3M | +17.8% | -31.8% | +49.6% | +24.5% |
| 6M | +23.7% | -32.2% | +55.9% | +29.8% |
| YTD | +28.2% | -53.5% | +81.7% | +39.8% |
| 1Y | +64.0% | -46.5% | +110.5% | +72.3% |
| 3Y | +99.4% | -37.6% | +137.0% | +64.6% |
| 5Y | +19.3% | -80.9% | +100.2% | +14.9% |
| All | +149.7% | +42.2% | +107.5% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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