+150.7%
XBI vs CF
+606.5%
-455.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.2% |
| 7D | -4.6% | -2.0% | -2.6% | -4.3% |
| 30D | -0.8% | +15.3% | -16.1% | -3.7% |
| 3M | +21.8% | +24.3% | -2.5% | +16.1% |
| 6M | +23.2% | +23.9% | -0.7% | +15.1% |
| YTD | +28.7% | +77.3% | -48.5% | +10.0% |
| 1Y | +67.8% | +58.7% | +9.1% | +46.7% |
| 3Y | +100.6% | +72.8% | +27.8% | +67.6% |
| 5Y | +19.8% | +228.8% | -208.9% | -22.1% |
| All | +150.7% | +606.5% | -455.8% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CF 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling