+42.1%
XBI vs U
-44.5%
+86.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +0.9% | -3.8% | +4.7% | +1.6% |
| 30D | +7.1% | +17.5% | -10.4% | +3.3% |
| 3M | +22.9% | +38.7% | -15.8% | +14.1% |
| 6M | +29.7% | +104.4% | -74.7% | +10.3% |
| YTD | +34.5% | -5.7% | +40.2% | +30.8% |
| 1Y | +76.1% | +3.7% | +72.4% | +65.2% |
| 3Y | +103.2% | +12.3% | +90.9% | +73.4% |
| 5Y | +22.8% | -68.8% | +91.7% | +24.3% |
| All | +42.1% | -44.5% | +86.6% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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