+71.3%
XBI vs CF
+61.4%
+9.9%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.9% | -1.0% |
| 7D | -0.9% | -0.9% | 0.0% | -1.0% |
| 30D | +2.9% | +18.1% | -15.2% | +6.2% |
| 3M | +26.2% | +23.4% | +2.8% | +31.5% |
| 6M | +30.7% | +17.1% | +13.6% | +34.9% |
| YTD | +32.9% | +76.2% | -43.3% | +40.8% |
| All | +71.3% | +61.4% | +9.9% | +81.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling