+19.9%
XBI vs RUN
-81.0%
+100.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.1% |
| 3M | +17.8% | -31.8% | +49.6% | +23.6% |
| 6M | +23.7% | -32.2% | +55.9% | +29.1% |
| YTD | +28.2% | -53.5% | +81.7% | +38.3% |
| 1Y | +64.0% | -46.5% | +110.5% | +71.3% |
| 3Y | +99.4% | -37.6% | +137.0% | +65.6% |
| All | +19.9% | -81.0% | +100.9% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling