+68.4%
XLE vs XBI
+129.3%
-60.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +1.8% |
| 7D | +4.4% | +1.9% | +2.5% | +4.2% |
| 30D | -4.3% | +3.0% | -7.3% | -4.5% |
| 3M | +6.0% | -5.1% | +11.2% | +6.4% |
| 6M | +13.2% | +12.2% | +1.0% | +11.1% |
| YTD | +46.7% | +24.1% | +22.6% | +40.8% |
| 1Y | +46.6% | +33.1% | +13.6% | +38.3% |
| All | +68.4% | +129.3% | -60.9% | +34.7% |
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