-6.8%
GEV vs XBI
+0.5%
-7.3%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.2% | -2.6% |
| 7D | -1.9% | -4.6% | +2.7% | -1.3% |
| 30D | -8.7% | -0.8% | -7.9% | -8.5% |
| All | -6.8% | +0.5% | -7.3% | -6.5% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling