+99.4%
XBI vs XRT
+41.2%
+58.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -1.3% |
| 7D | -4.6% | -3.2% | -1.4% | -2.6% |
| 30D | -2.0% | -4.5% | +2.5% | +0.9% |
| 3M | +17.8% | -3.1% | +20.9% | +19.5% |
| 6M | +23.7% | +4.2% | +19.5% | +19.3% |
| YTD | +28.2% | -0.1% | +28.3% | +26.8% |
| 1Y | +64.0% | -3.0% | +67.0% | +65.3% |
| 3Y | +99.4% | +41.8% | +57.6% | +42.8% |
| All | +99.4% | +41.2% | +58.2% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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