+379.9%
CSCO vs XBI
+160.4%
+219.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.5% |
| 7D | +2.7% | -4.6% | +7.3% | +4.3% |
| 30D | -9.5% | -2.0% | -7.5% | -9.0% |
| 3M | -7.6% | +17.8% | -25.4% | -12.8% |
| 6M | +44.9% | +23.7% | +21.2% | +33.9% |
| YTD | +47.7% | +28.2% | +19.5% | +34.6% |
| 1Y | +69.1% | +64.0% | +5.1% | +41.4% |
| 3Y | +113.5% | +99.4% | +14.1% | +63.0% |
| 5Y | +122.8% | +19.3% | +103.4% | +99.5% |
| All | +379.9% | +160.4% | +219.5% | +219.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling