+211.9%
TER vs XBI
+18.4%
+193.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -2.4% |
| 7D | +9.4% | -4.6% | +14.0% | +12.9% |
| 30D | -2.4% | -0.8% | -1.6% | -2.6% |
| 3M | +6.5% | +21.8% | -15.3% | -7.8% |
| 6M | +23.2% | +23.2% | 0.0% | +6.5% |
| YTD | +91.5% | +28.7% | +62.7% | +60.6% |
| 1Y | +214.8% | +67.8% | +147.0% | +121.3% |
| 3Y | +275.3% | +100.6% | +174.7% | +131.2% |
| 5Y | +211.9% | +19.8% | +192.1% | +154.5% |
| All | +211.9% | +18.4% | +193.5% | +154.5% |
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