+632.4%
GEV vs XBI
+68.0%
+564.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.8% |
| 7D | +1.6% | -4.6% | +6.3% | +4.5% |
| 30D | -7.9% | -2.0% | -5.9% | -7.2% |
| 3M | +5.6% | +17.8% | -12.2% | -5.3% |
| 6M | +13.1% | +23.7% | -10.7% | -1.8% |
| YTD | +46.7% | +28.2% | +18.5% | +24.4% |
| 1Y | +51.3% | +64.0% | -12.7% | +9.8% |
| All | +632.4% | +68.0% | +564.4% | +440.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling