+149.7%
XBI vs Z
-2.5%
+152.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.4% | -1.5% |
| 7D | -4.6% | -6.0% | +1.4% | -3.1% |
| 30D | -2.0% | -2.3% | +0.3% | -1.8% |
| 3M | +17.8% | -0.6% | +18.4% | +16.7% |
| 6M | +23.7% | -27.6% | +51.3% | +32.6% |
| YTD | +28.2% | -52.4% | +80.6% | +52.7% |
| 1Y | +64.0% | -63.6% | +127.6% | +109.0% |
| 3Y | +99.4% | -36.4% | +135.8% | +107.9% |
| 5Y | +19.3% | -64.6% | +83.9% | +34.2% |
| All | +149.7% | -2.5% | +152.2% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling