+132.0%
C vs XBI
+21.6%
+110.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.3% | +1.3% |
| 7D | +2.6% | -3.6% | +6.2% | +3.9% |
| 30D | +1.9% | +0.9% | +1.1% | +1.4% |
| 3M | +2.8% | +21.4% | -18.6% | -4.6% |
| 6M | +30.6% | +25.5% | +5.1% | +19.3% |
| YTD | +19.9% | +30.8% | -11.0% | +7.7% |
| 1Y | +44.6% | +68.6% | -24.0% | +18.3% |
| 3Y | +272.1% | +103.9% | +168.2% | +180.7% |
| 5Y | +132.0% | +20.8% | +111.2% | +98.3% |
| All | +132.0% | +21.6% | +110.4% | +98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling