+149.7%
XBI vs CHRW
+183.1%
-33.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -4.6% | +3.5% | -8.1% | -5.5% |
| 30D | -2.0% | +4.6% | -6.6% | -3.2% |
| 3M | +17.8% | -19.7% | +37.5% | +23.4% |
| 6M | +23.7% | -12.4% | +36.1% | +25.9% |
| YTD | +28.2% | -3.9% | +32.1% | +25.8% |
| 1Y | +64.0% | +18.4% | +45.6% | +50.1% |
| 3Y | +99.4% | +88.8% | +10.6% | +52.9% |
| 5Y | +19.3% | +93.5% | -74.2% | -11.8% |
| All | +149.7% | +183.1% | -33.4% | +50.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling