+2,231.1%
TER vs XBI
+937.9%
+1,293.2%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.4% | +5.0% |
| 7D | +11.0% | -0.9% | +11.9% | +11.6% |
| 30D | -1.9% | +2.9% | -4.8% | -4.4% |
| 3M | -0.7% | +26.2% | -26.9% | -15.5% |
| 6M | +36.4% | +30.7% | +5.6% | +14.2% |
| YTD | +92.4% | +32.9% | +59.5% | +59.0% |
| 1Y | +213.5% | +72.3% | +141.3% | +117.9% |
| 3Y | +277.2% | +107.2% | +170.0% | +128.5% |
| 5Y | +219.1% | +23.2% | +196.0% | +163.5% |
| 10Y | +1,744.2% | +158.5% | +1,585.7% | +772.5% |
| All | +2,231.1% | +937.9% | +1,293.2% | +143.2% |
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