+640.8%
XLV vs XBI
+901.2%
-260.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -3.6% | -4.6% | +1.1% | -1.8% |
| 30D | -1.8% | -2.0% | +0.2% | -1.2% |
| 3M | +7.8% | +17.8% | -10.0% | +1.0% |
| 6M | +9.1% | +23.7% | -14.6% | 0.0% |
| YTD | +7.7% | +28.2% | -20.5% | -2.8% |
| 1Y | +20.4% | +64.0% | -43.5% | -1.2% |
| 3Y | +30.8% | +99.4% | -68.6% | -2.6% |
| 5Y | +34.6% | +19.3% | +15.3% | +17.2% |
| 10Y | +173.4% | +158.7% | +14.7% | +58.5% |
| All | +640.8% | +901.2% | -260.4% | +88.3% |
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