+64.3%
XLF vs XBI
+19.1%
+45.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -1.5% | -4.6% | +3.2% | -0.2% |
| 30D | -1.2% | -2.0% | +0.8% | -0.8% |
| 3M | +9.2% | +17.8% | -8.6% | +4.0% |
| 6M | +16.3% | +23.7% | -7.4% | +8.9% |
| YTD | +5.4% | +28.2% | -22.8% | -2.5% |
| 1Y | +7.6% | +64.0% | -56.4% | -7.4% |
| 3Y | +74.2% | +99.4% | -25.2% | +39.2% |
| All | +64.3% | +19.1% | +45.2% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling