+10.2%
GEV vs XBI
+23.9%
-13.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.2% | -1.9% |
| 7D | -1.9% | -4.6% | +2.7% | +0.8% |
| 30D | -8.7% | -0.8% | -7.9% | -8.7% |
| 3M | +6.6% | +21.8% | -15.2% | -8.3% |
| 6M | +10.2% | +23.2% | -13.0% | -6.0% |
| All | +10.2% | +23.9% | -13.7% | -6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling