+33.1%
XBI vs CB
+28.2%
+4.8%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.2% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | +3.0% | +7.4% | -4.4% | +5.2% |
| 3M | -5.1% | +8.6% | -13.7% | -2.6% |
| 6M | +12.2% | +16.1% | -4.0% | +18.0% |
| YTD | +24.1% | +20.2% | +3.9% | +33.7% |
| 1Y | +33.1% | +27.2% | +5.9% | +44.0% |
| All | +33.1% | +28.2% | +4.8% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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