+106.1%
T vs XBI
+99.8%
+6.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.6% |
| 7D | -2.4% | -4.6% | +2.2% | -2.4% |
| 30D | +4.3% | -0.8% | +5.1% | +4.3% |
| 3M | +11.6% | +21.8% | -10.3% | +10.7% |
| 6M | -5.6% | +23.2% | -28.8% | -6.5% |
| YTD | +6.6% | +28.7% | -22.2% | +5.1% |
| 1Y | -8.4% | +67.8% | -76.1% | -11.9% |
| All | +106.1% | +99.8% | +6.4% | +84.7% |
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