+292.2%
TER vs XBI
+103.0%
+189.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +4.3% |
| 7D | +12.4% | -3.6% | +16.0% | +15.3% |
| 30D | +5.1% | +0.9% | +4.3% | +3.6% |
| 3M | +4.0% | +21.4% | -17.5% | -11.1% |
| 6M | +29.5% | +25.5% | +4.0% | +8.8% |
| YTD | +98.5% | +30.8% | +67.6% | +61.5% |
| 1Y | +234.1% | +68.6% | +165.5% | +127.6% |
| All | +292.2% | +103.0% | +189.2% | +126.0% |
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 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