+950.0%
XBI vs CAPR
-99.1%
+1,049.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | +0.9% | -2.0% | +2.9% | +0.9% |
| 30D | +7.1% | +139.2% | -132.1% | +4.7% |
| 3M | +22.9% | -66.4% | +89.3% | +23.9% |
| 6M | +29.7% | -63.1% | +92.8% | +30.5% |
| YTD | +34.5% | -67.4% | +101.9% | +35.5% |
| 1Y | +76.1% | +58.2% | +17.8% | +63.5% |
| 3Y | +103.2% | +42.2% | +61.0% | +84.3% |
| 5Y | +22.8% | +87.3% | -64.4% | +9.8% |
| 10Y | +176.3% | -75.3% | +251.5% | +138.3% |
| All | +950.0% | -99.1% | +1,049.0% | +788.6% |
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 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