+24.5%
XBI vs USB
+25.0%
-0.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -1.8% | -0.5% | -1.2% | -1.5% |
| 30D | +3.2% | +5.7% | -2.5% | +1.1% |
| 3M | -1.1% | -4.7% | +3.6% | +0.5% |
| 6M | +16.1% | +13.4% | +2.7% | +9.9% |
| YTD | +28.3% | +17.0% | +11.3% | +19.4% |
| 1Y | +37.7% | +32.4% | +5.3% | +21.9% |
| 3Y | +134.9% | +101.7% | +33.3% | +75.0% |
| 5Y | +24.5% | +24.4% | +0.1% | +11.0% |
| All | +24.5% | +25.0% | -0.5% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling