+96.6%
XBI vs Z
+25.1%
+71.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.2% |
| 7D | +0.9% | -3.0% | +3.9% | +1.6% |
| 30D | +7.1% | -4.2% | +11.2% | +7.8% |
| 3M | +22.9% | -3.7% | +26.6% | +22.9% |
| 6M | +29.7% | -24.5% | +54.2% | +37.5% |
| YTD | +34.5% | -49.3% | +83.8% | +57.3% |
| 1Y | +76.1% | -58.7% | +134.7% | +116.2% |
| 3Y | +103.2% | -34.1% | +137.3% | +110.2% |
| 5Y | +22.8% | -64.5% | +87.4% | +38.2% |
| 10Y | +176.3% | -0.5% | +176.8% | +114.5% |
| All | +96.6% | +25.1% | +71.5% | +37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling