+130.2%
XBI vs XYZ
+606.0%
-475.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -4.6% | -5.2% | +0.6% | -3.1% |
| 30D | -0.8% | 0.0% | -0.8% | -1.0% |
| 3M | +21.8% | +18.7% | +3.2% | +15.3% |
| 6M | +23.2% | +20.5% | +2.7% | +15.6% |
| YTD | +28.7% | +21.5% | +7.3% | +19.2% |
| 1Y | +67.8% | +7.2% | +60.6% | +60.0% |
| 3Y | +100.6% | +49.0% | +51.7% | +61.3% |
| 5Y | +19.8% | -68.1% | +87.9% | +37.9% |
| 10Y | +159.7% | +601.6% | -441.9% | +34.7% |
| All | +130.2% | +606.0% | -475.8% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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