-57.0%
C vs XBI
+865.0%
-921.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +4.2% | -1.1% | +5.3% | +4.8% |
| 30D | +2.0% | +2.6% | -0.6% | 0.0% |
| 3M | -10.1% | -4.0% | -6.1% | -8.9% |
| 6M | +1.0% | +10.9% | -9.9% | -7.3% |
| YTD | +8.5% | +23.6% | -15.1% | -7.8% |
| 1Y | +25.7% | +35.1% | -9.4% | +0.9% |
| 3Y | +216.0% | +125.2% | +90.8% | +75.4% |
| 5Y | +112.3% | +19.7% | +92.6% | +64.8% |
| 10Y | +217.8% | +130.6% | +87.2% | +27.6% |
| All | -57.0% | +865.0% | -921.9% | -97.4% |
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