+855.0%
CSCO vs XBI
+937.9%
-83.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | -0.5% | -0.9% | +0.4% | -0.2% |
| 30D | -10.1% | +2.9% | -13.0% | -11.2% |
| 3M | -11.7% | +26.2% | -37.9% | -19.7% |
| 6M | +40.1% | +30.7% | +9.4% | +24.8% |
| YTD | +43.8% | +32.9% | +10.9% | +27.0% |
| 1Y | +66.6% | +72.3% | -5.7% | +32.4% |
| 3Y | +108.5% | +107.2% | +1.3% | +49.7% |
| 5Y | +114.0% | +23.2% | +90.8% | +81.9% |
| 10Y | +366.8% | +158.5% | +208.3% | +164.4% |
| All | +855.0% | +937.9% | -83.0% | +87.7% |
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