+107.8%
XBI vs CART
+39.2%
+68.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +3.0% |
| 7D | +3.2% | +1.5% | +1.7% | +3.0% |
| 30D | +2.0% | +22.4% | -20.4% | -0.5% |
| 3M | -0.3% | +16.5% | -16.8% | -2.3% |
| 6M | +16.6% | +44.9% | -28.3% | +11.0% |
| YTD | +28.8% | +30.0% | -1.2% | +23.9% |
| 1Y | +44.6% | +59.1% | -14.5% | +35.2% |
| 3Y | +137.1% | +138.8% | -1.7% | +97.2% |
| All | +107.8% | +39.2% | +68.6% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling