+76.1%
XBI vs CHRW
+17.2%
+58.8%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | +0.9% | -1.4% | +2.3% | +0.9% |
| 30D | +7.1% | -3.5% | +10.5% | +7.2% |
| 3M | +22.9% | -19.4% | +42.3% | +24.1% |
| 6M | +29.7% | -21.4% | +51.1% | +30.6% |
| YTD | +34.5% | -7.1% | +41.6% | +34.3% |
| 1Y | +76.1% | +17.8% | +58.2% | +74.2% |
| All | +76.1% | +17.2% | +58.8% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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