+106.7%
XBI vs CAPR
+43.6%
+63.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | -1.1% |
| 7D | -0.9% | -9.5% | +8.6% | -0.7% |
| 30D | +2.9% | +121.5% | -118.6% | +1.0% |
| 3M | +26.2% | -65.4% | +91.6% | +27.1% |
| 6M | +30.7% | -67.5% | +98.2% | +31.8% |
| YTD | +32.9% | -68.6% | +101.5% | +34.0% |
| 1Y | +72.3% | +42.7% | +29.6% | +61.9% |
| All | +106.7% | +43.6% | +63.1% | +69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling