+292.4%
C vs XBI
+160.4%
+132.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +0.8% | -4.6% | +5.4% | +2.9% |
| 30D | +0.9% | -2.0% | +2.9% | +1.5% |
| 3M | +1.1% | +17.8% | -16.7% | -6.5% |
| 6M | +28.4% | +23.7% | +4.7% | +15.9% |
| YTD | +20.8% | +28.2% | -7.5% | +6.9% |
| 1Y | +43.4% | +64.0% | -20.5% | +13.6% |
| 3Y | +274.9% | +99.4% | +175.5% | +166.8% |
| 5Y | +136.7% | +19.3% | +117.3% | +105.5% |
| All | +292.4% | +160.4% | +132.0% | +123.2% |
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