+149.7%
XBI vs CG
+314.7%
-165.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.3% |
| 7D | -4.6% | -9.9% | +5.2% | -0.7% |
| 30D | -2.0% | -11.7% | +9.7% | +2.6% |
| 3M | +17.8% | -4.3% | +22.1% | +18.7% |
| 6M | +23.7% | -8.8% | +32.5% | +26.9% |
| YTD | +28.2% | -26.9% | +55.1% | +42.2% |
| 1Y | +64.0% | -35.4% | +99.4% | +90.1% |
| 3Y | +99.4% | +43.0% | +56.4% | +56.0% |
| 5Y | +19.3% | +1.9% | +17.4% | +4.2% |
| All | +149.7% | +314.7% | -165.0% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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