+1,851.9%
TER vs XBI
+160.4%
+1,691.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.8% |
| 7D | +6.4% | -4.6% | +11.0% | +9.7% |
| 30D | -5.7% | -2.0% | -3.7% | -5.1% |
| 3M | -0.4% | +17.8% | -18.2% | -11.2% |
| 6M | +25.8% | +23.7% | +2.1% | +9.4% |
| YTD | +96.4% | +28.2% | +68.2% | +66.6% |
| 1Y | +229.2% | +64.0% | +165.3% | +138.4% |
| 3Y | +288.1% | +99.4% | +188.7% | +144.3% |
| 5Y | +219.9% | +19.3% | +200.6% | +169.5% |
| All | +1,851.9% | +160.4% | +1,691.5% | +1,068.1% |
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