+176.9%
XLE vs XBI
+161.4%
+15.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.1% |
| 7D | +0.5% | -4.6% | +5.1% | +1.9% |
| 30D | +6.6% | -0.8% | +7.4% | +6.6% |
| 3M | +12.3% | +21.8% | -9.6% | +5.1% |
| 6M | +18.4% | +23.2% | -4.8% | +9.5% |
| YTD | +47.2% | +28.7% | +18.5% | +33.8% |
| 1Y | +50.3% | +67.8% | -17.5% | +24.6% |
| 3Y | +55.3% | +100.6% | -45.3% | +17.9% |
| 5Y | +226.0% | +19.8% | +206.1% | +192.5% |
| All | +176.9% | +161.4% | +15.5% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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