+90.2%
XBI vs RUN
-32.6%
+122.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | -0.8% |
| 7D | -3.6% | -1.8% | -1.8% | -3.4% |
| 30D | +0.9% | -10.8% | +11.7% | +2.6% |
| 3M | +21.4% | -30.2% | +51.6% | +27.5% |
| 6M | +25.5% | -22.3% | +47.8% | +28.6% |
| YTD | +30.8% | -52.2% | +83.0% | +41.5% |
| 1Y | +68.6% | -45.1% | +113.7% | +76.1% |
| 3Y | +103.9% | -37.1% | +141.0% | +71.1% |
| 5Y | +20.8% | -80.3% | +101.0% | +15.9% |
| 10Y | +164.0% | +45.2% | +118.8% | +70.0% |
| All | +90.2% | -32.6% | +122.8% | +28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling