+70.3%
T vs XBI
+160.4%
-90.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | +1.5% | -4.6% | +6.1% | +2.2% |
| 30D | +7.5% | -2.0% | +9.5% | +7.7% |
| 3M | +14.8% | +17.8% | -3.0% | +11.4% |
| 6M | -1.7% | +23.7% | -25.5% | -5.8% |
| YTD | +8.7% | +28.2% | -19.5% | +3.4% |
| 1Y | -7.5% | +64.0% | -71.4% | -16.0% |
| 3Y | +110.2% | +99.4% | +10.8% | +80.7% |
| 5Y | +71.6% | +19.3% | +52.3% | +60.2% |
| All | +70.3% | +160.4% | -90.2% | +34.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling