+856.0%
XBI vs USB
+298.6%
+557.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.1% | -4.6% | -6.0% |
| 7D | -6.0% | -1.5% | -4.5% | -5.5% |
| 30D | -1.7% | +4.3% | -6.0% | -3.1% |
| 3M | -3.0% | -6.1% | +3.1% | -1.1% |
| 6M | +11.0% | +9.4% | +1.6% | +7.1% |
| YTD | +21.8% | +15.2% | +6.7% | +15.2% |
| 1Y | +36.5% | +32.8% | +3.7% | +22.8% |
| 3Y | +109.0% | +91.3% | +17.7% | +64.6% |
| 5Y | +13.7% | +22.7% | -8.9% | +1.5% |
| 10Y | +174.2% | +97.0% | +77.2% | +99.6% |
| All | +856.0% | +298.6% | +557.4% | +414.1% |
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