+99.4%
XBI vs COF
+116.3%
-16.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -4.6% | -5.1% | +0.5% | -3.1% |
| 30D | -2.0% | -6.0% | +4.0% | -0.2% |
| 3M | +17.8% | +14.8% | +3.0% | +12.6% |
| 6M | +23.7% | +15.3% | +8.4% | +18.0% |
| YTD | +28.2% | -13.0% | +41.3% | +32.3% |
| 1Y | +64.0% | -5.7% | +69.7% | +64.4% |
| 3Y | +99.4% | +118.1% | -18.7% | +59.8% |
| All | +99.4% | +116.3% | -16.9% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 3y: compounded portfolio wealth divided by compounded COF 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…
3y analysis · Full analysis span regression · 6 months rolling