+21.8%
XBI vs CAPR
+72.8%
-51.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.1% | -1.4% |
| 7D | -3.6% | -12.6% | +9.0% | -3.3% |
| 30D | +0.9% | +124.4% | -123.6% | -1.9% |
| 3M | +21.4% | -66.8% | +88.2% | +22.9% |
| 6M | +25.5% | -71.8% | +97.3% | +27.5% |
| YTD | +30.8% | -70.1% | +100.9% | +32.6% |
| 1Y | +68.6% | +33.3% | +35.2% | +52.7% |
| 3Y | +103.9% | +36.7% | +67.2% | +54.6% |
| All | +21.8% | +72.8% | -51.0% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling