+57.7%
GEV vs XBI
+75.8%
-18.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.2% |
| 7D | +3.3% | +0.9% | +2.4% | +2.8% |
| 30D | -7.5% | +7.1% | -14.5% | -11.1% |
| 3M | -2.2% | +22.9% | -25.1% | -13.2% |
| 6M | +12.1% | +29.7% | -17.6% | -3.6% |
| YTD | +44.4% | +34.5% | +9.9% | +22.8% |
| 1Y | +57.7% | +76.1% | -18.4% | +39.9% |
| All | +57.7% | +75.8% | -18.2% | +39.9% |
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