+150.7%
XBI vs CASY
+464.4%
-313.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -4.6% | -17.2% | +12.6% | +0.5% |
| 30D | -0.8% | -24.4% | +23.6% | +7.1% |
| 3M | +21.8% | -31.4% | +53.2% | +34.9% |
| 6M | +23.2% | -8.9% | +32.1% | +23.1% |
| YTD | +28.7% | +13.8% | +14.9% | +19.1% |
| 1Y | +67.8% | +17.0% | +50.8% | +53.3% |
| 3Y | +100.6% | +163.1% | -62.5% | +34.4% |
| 5Y | +19.8% | +239.0% | -219.2% | -27.8% |
| All | +150.7% | +464.4% | -313.7% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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