+103.5%
XBI vs Z
-37.2%
+140.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -3.6% | -7.1% | +3.4% | -2.2% |
| 30D | +0.9% | -4.8% | +5.6% | +1.6% |
| 3M | +21.4% | -9.3% | +30.8% | +23.0% |
| 6M | +25.5% | -29.0% | +54.5% | +33.8% |
| YTD | +30.8% | -52.9% | +83.7% | +53.1% |
| 1Y | +68.6% | -63.1% | +131.7% | +108.9% |
| All | +103.5% | -37.2% | +140.7% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling