-52.5%
C vs XBI
+950.0%
-1,002.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | +3.6% | +0.9% | +2.7% | +3.0% |
| 30D | +0.1% | +7.1% | -7.0% | -4.6% |
| 3M | +2.4% | +22.9% | -20.5% | -10.9% |
| 6M | +24.9% | +29.7% | -4.8% | +4.4% |
| YTD | +19.8% | +34.5% | -14.7% | -2.7% |
| 1Y | +44.9% | +76.1% | -31.2% | -1.5% |
| 3Y | +263.0% | +103.2% | +159.8% | +116.6% |
| 5Y | +129.5% | +22.8% | +106.7% | +77.0% |
| 10Y | +291.6% | +176.3% | +115.3% | +36.5% |
| All | -52.5% | +950.0% | -1,002.4% | -97.2% |
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 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