+898.9%
XBI vs USB
+305.3%
+593.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | +0.1% | +1.4% | -1.4% | -0.4% |
| 30D | +0.8% | +6.4% | -5.6% | -1.3% |
| 3M | -1.9% | -4.5% | +2.6% | -0.5% |
| 6M | +15.2% | +11.4% | +3.8% | +10.5% |
| YTD | +27.3% | +17.1% | +10.2% | +19.7% |
| 1Y | +41.5% | +32.6% | +8.9% | +27.4% |
| 3Y | +133.1% | +101.8% | +31.2% | +80.3% |
| 5Y | +23.7% | +25.1% | -1.5% | +9.6% |
| 10Y | +139.0% | +84.9% | +54.1% | +77.3% |
| All | +898.9% | +305.3% | +593.7% | +434.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling