+865.0%
XBI vs CAPR
-99.0%
+964.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.9% | +6.5% | -0.3% |
| 7D | -1.1% | +5.9% | -7.0% | -1.3% |
| 30D | +2.6% | +44.6% | -42.0% | +1.6% |
| 3M | -4.0% | +126.4% | -130.4% | -6.2% |
| 6M | +10.9% | -68.6% | +79.5% | +11.8% |
| YTD | +23.6% | -67.0% | +90.6% | +24.3% |
| 1Y | +35.1% | +65.2% | -30.1% | +25.3% |
| 3Y | +125.2% | +235.6% | -110.4% | +100.6% |
| 5Y | +19.7% | +175.4% | -155.7% | +6.1% |
| 10Y | +130.6% | -65.0% | +195.5% | +97.7% |
| All | +865.0% | -99.0% | +964.0% | +714.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling