+22.3%
XBI vs Z
-53.4%
+75.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.4% |
| 7D | -1.1% | +0.8% | -1.9% | -1.4% |
| 30D | +2.6% | +5.2% | -2.6% | +0.4% |
| 3M | -4.0% | -17.0% | +13.0% | +0.2% |
| 6M | +10.9% | -22.7% | +33.6% | +17.2% |
| YTD | +23.6% | -56.3% | +79.9% | +54.3% |
| 1Y | +35.1% | -57.7% | +92.8% | +69.8% |
| 3Y | +125.2% | -16.5% | +141.7% | +105.1% |
| All | +22.3% | -53.4% | +75.7% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling