+72.3%
XBI vs CART
+5.2%
+67.0%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.0% | +4.9% | -0.8% |
| 7D | -0.9% | -4.1% | +3.2% | -0.7% |
| 30D | +2.9% | -4.3% | +7.2% | +3.1% |
| 3M | +26.2% | +13.1% | +13.1% | +25.4% |
| 6M | +30.7% | +26.0% | +4.7% | +29.1% |
| YTD | +32.9% | +6.7% | +26.2% | +32.5% |
| 1Y | +72.3% | +6.3% | +66.0% | +70.7% |
| All | +72.3% | +5.2% | +67.0% | +70.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling