+19.8%
XBI vs CG
+2.7%
+17.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -0.7% |
| 7D | -4.6% | -9.8% | +5.2% | -0.8% |
| 30D | -0.8% | -10.3% | +9.5% | +3.2% |
| 3M | +21.8% | -1.7% | +23.5% | +21.5% |
| 6M | +23.2% | -9.8% | +33.0% | +26.8% |
| YTD | +28.7% | -25.6% | +54.3% | +41.5% |
| 1Y | +67.8% | -32.5% | +100.3% | +90.8% |
| 3Y | +100.6% | +45.6% | +55.0% | +51.4% |
| 5Y | +19.8% | +3.7% | +16.2% | +2.0% |
| All | +19.8% | +2.7% | +17.1% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling