+68.3%
T vs XBI
+18.4%
+49.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.7% |
| 7D | -2.4% | -4.6% | +2.2% | -2.0% |
| 30D | +4.3% | -0.8% | +5.1% | +4.3% |
| 3M | +11.6% | +21.8% | -10.3% | +9.0% |
| 6M | -5.6% | +23.2% | -28.8% | -8.1% |
| YTD | +6.6% | +28.7% | -22.2% | +3.0% |
| 1Y | -8.4% | +67.8% | -76.1% | -14.8% |
| 3Y | +107.8% | +100.6% | +7.2% | +85.1% |
| 5Y | +68.3% | +19.8% | +48.5% | +52.3% |
| All | +68.3% | +18.4% | +49.9% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling