+60.5%
XOM vs XBI
+99.0%
-38.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +4.1% | -4.6% | +8.7% | +4.2% |
| 30D | +4.6% | -2.0% | +6.6% | +4.6% |
| 3M | +14.0% | +17.8% | -3.8% | +13.1% |
| 6M | +11.0% | +23.7% | -12.8% | +9.5% |
| YTD | +40.7% | +28.2% | +12.5% | +38.1% |
| 1Y | +52.3% | +64.0% | -11.7% | +44.1% |
| 3Y | +60.5% | +99.4% | -38.9% | +45.0% |
| All | +60.5% | +99.0% | -38.5% | +45.0% |
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