+422.7%
T vs XBI
+937.9%
-515.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | -1.5% | -0.9% | -0.6% | -1.3% |
| 30D | +7.6% | +2.9% | +4.7% | +6.8% |
| 3M | +15.3% | +26.2% | -10.9% | +8.7% |
| 6M | -8.5% | +30.7% | -39.2% | -14.8% |
| YTD | +6.8% | +32.9% | -26.2% | -1.3% |
| 1Y | -7.2% | +72.3% | -79.5% | -19.7% |
| 3Y | +108.2% | +107.2% | +1.1% | +68.5% |
| 5Y | +66.1% | +23.2% | +42.9% | +49.3% |
| 10Y | +65.3% | +158.5% | -93.2% | +12.1% |
| All | +422.7% | +937.9% | -515.2% | +49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling