+19.9%
XBI vs CARR
+8.3%
+11.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -1.0% |
| 7D | -4.6% | -3.8% | -0.9% | -3.2% |
| 30D | -2.0% | -8.9% | +6.9% | +1.5% |
| 3M | +17.8% | -17.3% | +35.1% | +25.8% |
| 6M | +23.7% | -1.4% | +25.1% | +21.6% |
| YTD | +28.2% | +10.0% | +18.2% | +19.5% |
| 1Y | +64.0% | -6.4% | +70.3% | +63.4% |
| 3Y | +99.4% | +1.5% | +97.9% | +82.0% |
| All | +19.9% | +8.3% | +11.6% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling