+207.0%
C vs XBI
+129.6%
+77.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +4.2% | -1.1% | +5.3% | +4.6% |
| 30D | +2.0% | +2.6% | -0.6% | +0.6% |
| 3M | -10.1% | -4.0% | -6.1% | -9.1% |
| 6M | +1.0% | +10.9% | -9.9% | -4.7% |
| YTD | +8.5% | +23.6% | -15.1% | -2.9% |
| 1Y | +25.7% | +35.1% | -9.4% | +8.2% |
| 3Y | +216.0% | +125.2% | +90.8% | +112.1% |
| 5Y | +112.3% | +19.7% | +92.6% | +83.2% |
| All | +207.0% | +129.6% | +77.5% | +81.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling