+150.7%
XBI vs CAPR
-78.6%
+229.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -1.5% |
| 7D | -4.6% | -10.6% | +6.0% | -4.3% |
| 30D | -0.8% | +111.2% | -112.0% | -3.2% |
| 3M | +21.8% | -67.2% | +89.1% | +23.2% |
| 6M | +23.2% | -75.1% | +98.3% | +25.5% |
| YTD | +28.7% | -71.2% | +100.0% | +30.5% |
| 1Y | +67.8% | +31.1% | +36.7% | +53.2% |
| 3Y | +100.6% | +31.3% | +69.3% | +75.3% |
| 5Y | +19.8% | +69.4% | -49.6% | +2.2% |
| All | +150.7% | -78.6% | +229.3% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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