+2,607.3%
COST vs XBI
+905.2%
+1,702.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.4% |
| 7D | -2.5% | -4.6% | +2.1% | -1.3% |
| 30D | -4.4% | -0.8% | -3.7% | -4.4% |
| 3M | -8.1% | +21.8% | -29.9% | -13.1% |
| 6M | -9.2% | +23.2% | -32.4% | -14.9% |
| YTD | +5.1% | +28.7% | -23.6% | -2.8% |
| 1Y | -5.1% | +67.8% | -72.9% | -18.5% |
| 3Y | +70.4% | +100.6% | -30.3% | +36.6% |
| 5Y | +104.7% | +19.8% | +84.9% | +83.8% |
| 10Y | +608.8% | +159.7% | +449.1% | +376.2% |
| All | +2,607.3% | +905.2% | +1,702.1% | +717.0% |
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 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