+92.2%
XBI vs USAR
+74.0%
+18.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.3% |
| 7D | +0.9% | -2.1% | +3.0% | +1.0% |
| 30D | +7.1% | +2.6% | +4.4% | +6.9% |
| 3M | +22.9% | -35.0% | +57.9% | +24.1% |
| 6M | +29.7% | -6.9% | +36.6% | +29.3% |
| YTD | +34.5% | +48.0% | -13.5% | +33.3% |
| 1Y | +76.1% | +24.8% | +51.3% | +74.7% |
| 3Y | +103.2% | +73.2% | +29.9% | +77.8% |
| All | +92.2% | +74.0% | +18.2% | +68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling