+11.9%
COST vs XBI
+47.5%
-35.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | 0.0% | +3.0% |
| 7D | +6.6% | +1.0% | +5.6% | +6.8% |
| 30D | +13.5% | +1.9% | +11.6% | +13.8% |
| 3M | +10.6% | +4.8% | +5.8% | +11.4% |
| 6M | +3.6% | +19.3% | -15.7% | +5.8% |
| YTD | +22.1% | +30.6% | -8.5% | +25.1% |
| 1Y | +11.9% | +47.9% | -36.0% | +16.0% |
| All | +11.9% | +47.5% | -35.6% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling