+83.3%
XBI vs USAR
+53.8%
+29.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | -0.3% |
| 7D | -4.6% | -11.6% | +7.0% | -4.2% |
| 30D | -2.0% | -15.5% | +13.5% | -1.5% |
| 3M | +17.8% | -31.0% | +48.8% | +18.9% |
| 6M | +23.7% | -26.2% | +49.9% | +24.2% |
| YTD | +28.2% | +30.8% | -2.5% | +27.6% |
| 1Y | +64.0% | +7.1% | +56.9% | +63.4% |
| 3Y | +99.4% | +53.0% | +46.4% | +75.2% |
| All | +83.3% | +53.8% | +29.5% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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