+19.9%
XBI vs USFR
+20.6%
-0.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -4.6% | +0.1% | -4.8% | -4.6% |
| 30D | -2.0% | +0.4% | -2.4% | -1.9% |
| 3M | +17.8% | +1.0% | +16.8% | +18.3% |
| 6M | +23.7% | +2.0% | +21.7% | +24.2% |
| YTD | +28.2% | +2.8% | +25.5% | +28.0% |
| 1Y | +64.0% | +4.1% | +59.9% | +62.3% |
| 3Y | +99.4% | +14.1% | +85.3% | +89.6% |
| All | +19.9% | +20.6% | -0.7% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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