+57.0%
XLE vs XBI
+106.3%
-49.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.3% | +1.2% |
| 7D | 0.0% | -0.9% | +0.9% | +0.1% |
| 30D | +12.6% | +2.9% | +9.7% | +12.2% |
| 3M | +11.8% | +26.2% | -14.4% | +8.4% |
| 6M | +16.1% | +30.7% | -14.6% | +11.3% |
| YTD | +46.9% | +32.9% | +13.9% | +40.1% |
| 1Y | +53.3% | +72.3% | -19.0% | +37.6% |
| All | +57.0% | +106.3% | -49.3% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling