+74.6%
TLT vs XBI
+950.0%
-875.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.1% |
| 7D | -0.4% | +0.9% | -1.3% | -0.4% |
| 30D | -0.6% | +7.1% | -7.6% | 0.0% |
| 3M | -2.7% | +22.9% | -25.6% | -1.1% |
| 6M | -5.6% | +29.7% | -35.3% | -3.5% |
| YTD | -2.8% | +34.5% | -37.3% | -0.3% |
| 1Y | -1.4% | +76.1% | -77.5% | +3.5% |
| 3Y | -1.6% | +103.2% | -104.8% | +5.1% |
| 5Y | -33.8% | +22.8% | -56.7% | -32.9% |
| 10Y | -21.1% | +176.3% | -197.4% | -6.3% |
| All | +74.6% | +950.0% | -875.4% | +186.4% |
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