+124.1%
XBI vs CF
+479.1%
-355.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | -1.1% | +4.8% | -5.9% | -1.9% |
| 30D | +2.6% | +4.7% | -2.1% | +1.5% |
| 3M | -4.0% | +7.4% | -11.4% | -5.8% |
| 6M | +10.9% | +0.6% | +10.3% | +9.8% |
| YTD | +23.6% | +64.1% | -40.5% | +7.3% |
| 1Y | +35.1% | +51.4% | -16.3% | +19.4% |
| 3Y | +125.2% | +67.8% | +57.4% | +89.6% |
| 5Y | +19.7% | +114.1% | -94.4% | -10.8% |
| All | +124.1% | +479.1% | -355.0% | +27.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling