+240.4%
XBI vs USFR
+27.6%
+212.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | +0.9% | +0.3% | +0.6% | +0.7% |
| 3M | +21.4% | +1.0% | +20.5% | +20.9% |
| 6M | +25.5% | +1.9% | +23.6% | +24.4% |
| YTD | +30.8% | +2.7% | +28.2% | +29.3% |
| 1Y | +68.6% | +4.0% | +64.6% | +65.6% |
| 3Y | +103.9% | +14.0% | +89.9% | +92.2% |
| 5Y | +20.8% | +20.4% | +0.3% | +10.8% |
| 10Y | +164.0% | +28.0% | +136.0% | +137.7% |
| All | +240.4% | +27.6% | +212.8% | +212.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling