+124.1%
XBI vs USB
+83.8%
+40.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | -1.1% | +2.6% | -3.7% | -2.0% |
| 30D | +2.6% | +8.4% | -5.8% | -0.5% |
| 3M | -4.0% | -5.5% | +1.5% | -2.1% |
| 6M | +10.9% | +17.7% | -6.8% | +3.6% |
| YTD | +23.6% | +17.6% | +6.0% | +15.1% |
| 1Y | +35.1% | +33.9% | +1.2% | +19.6% |
| 3Y | +125.2% | +103.8% | +21.4% | +68.0% |
| 5Y | +19.7% | +25.6% | -5.9% | +4.5% |
| All | +124.1% | +83.8% | +40.3% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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