+99.4%
XBI vs WULF
+830.0%
-730.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -0.7% |
| 7D | -4.6% | +1.4% | -6.0% | -4.8% |
| 30D | -2.0% | -2.6% | +0.6% | -2.0% |
| 3M | +17.8% | -34.0% | +51.8% | +20.9% |
| 6M | +23.7% | +10.0% | +13.7% | +21.2% |
| YTD | +28.2% | +45.7% | -17.5% | +22.0% |
| 1Y | +64.0% | +57.3% | +6.6% | +53.5% |
| 3Y | +99.4% | +878.9% | -779.5% | +34.1% |
| All | +99.4% | +830.0% | -730.6% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 3y: compounded portfolio wealth divided by compounded WULF 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…
3y analysis · Full analysis span regression · 6 months rolling