+322.1%
XLE vs XBI
+865.0%
-542.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +5.4% | -1.1% | +6.5% | +5.8% |
| 30D | -3.9% | +2.6% | -6.5% | -5.4% |
| 3M | +7.0% | -4.0% | +11.0% | +7.7% |
| 6M | +14.2% | +10.9% | +3.3% | +7.2% |
| YTD | +48.2% | +23.6% | +24.6% | +31.4% |
| 1Y | +47.7% | +35.1% | +12.6% | +25.9% |
| 3Y | +70.0% | +125.2% | -55.2% | +12.0% |
| 5Y | +169.1% | +19.7% | +149.4% | +122.2% |
| 10Y | +180.7% | +130.6% | +50.2% | +54.0% |
| All | +322.1% | +865.0% | -542.9% | -35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling