+76.1%
XBI vs CARR
-3.6%
+79.6%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | +0.9% | +1.6% | -0.7% | +0.6% |
| 30D | +7.1% | -8.7% | +15.8% | +8.8% |
| 3M | +22.9% | -12.6% | +35.5% | +25.3% |
| 6M | +29.7% | -1.5% | +31.2% | +27.9% |
| YTD | +34.5% | +14.3% | +20.2% | +28.9% |
| 1Y | +76.1% | -4.6% | +80.6% | +79.8% |
| All | +76.1% | -3.6% | +79.6% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 1y: compounded portfolio wealth divided by compounded CARR 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…
1y analysis · Full analysis span regression · 6 months rolling