+436.8%
XOM vs XBI
+905.2%
-468.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.1% |
| 7D | +1.9% | -4.6% | +6.5% | +3.3% |
| 30D | +4.1% | -0.8% | +4.9% | +4.1% |
| 3M | +10.4% | +21.8% | -11.4% | +3.4% |
| 6M | +13.0% | +23.2% | -10.2% | +4.6% |
| YTD | +40.1% | +28.7% | +11.3% | +27.4% |
| 1Y | +51.1% | +67.8% | -16.6% | +25.9% |
| 3Y | +57.7% | +100.6% | -42.9% | +20.7% |
| 5Y | +264.7% | +19.8% | +244.9% | +219.0% |
| 10Y | +193.1% | +159.7% | +33.3% | +78.6% |
| All | +436.8% | +905.2% | -468.3% | +26.9% |
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 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