+149.7%
XBI vs CHD
+126.1%
+23.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -4.6% | -4.5% | -0.2% | -3.7% |
| 30D | -2.0% | -6.7% | +4.7% | -0.6% |
| 3M | +17.8% | -2.7% | +20.5% | +18.2% |
| 6M | +23.7% | -4.9% | +28.7% | +24.6% |
| YTD | +28.2% | +13.3% | +14.9% | +24.0% |
| 1Y | +64.0% | +1.0% | +63.0% | +62.6% |
| 3Y | +99.4% | +1.3% | +98.1% | +95.4% |
| 5Y | +19.3% | +20.8% | -1.5% | +9.9% |
| All | +149.7% | +126.1% | +23.6% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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