+943.2%
XBI vs RVTY
+544.8%
+398.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | 0.0% |
| 7D | -0.9% | +0.4% | -1.3% | -1.1% |
| 30D | +2.9% | +10.8% | -7.9% | -2.2% |
| 3M | +26.2% | +26.8% | -0.6% | +11.6% |
| 6M | +30.7% | +39.3% | -8.6% | +9.5% |
| YTD | +32.9% | +31.6% | +1.3% | +13.4% |
| 1Y | +72.3% | +47.7% | +24.6% | +37.7% |
| 3Y | +107.2% | +19.9% | +87.3% | +76.0% |
| 5Y | +23.2% | -32.3% | +55.5% | +37.0% |
| 10Y | +158.5% | +138.4% | +20.1% | +46.1% |
| All | +943.2% | +544.8% | +398.4% | +272.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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