+1,092.1%
XBI vs XRT
+501.1%
+591.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | +0.3% |
| 7D | -0.9% | -0.3% | -0.6% | -0.8% |
| 30D | +2.9% | -5.6% | +8.5% | +6.8% |
| 3M | +26.2% | +2.5% | +23.7% | +23.5% |
| 6M | +30.7% | +3.7% | +27.0% | +27.0% |
| YTD | +32.9% | +1.0% | +32.0% | +31.1% |
| 1Y | +72.3% | -1.2% | +73.5% | +71.7% |
| 3Y | +107.2% | +43.4% | +63.8% | +60.5% |
| 5Y | +23.2% | -0.7% | +23.9% | +19.5% |
| 10Y | +158.5% | +123.7% | +34.8% | +37.0% |
| All | +1,092.1% | +501.1% | +591.0% | +241.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling