+17.0%
XBI vs COMP
-49.7%
+66.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -3.6% | +0.8% | -4.5% | -3.8% |
| 30D | +0.9% | -13.9% | +14.7% | +3.4% |
| 3M | +21.4% | +30.7% | -9.3% | +14.9% |
| 6M | +25.5% | +18.7% | +6.8% | +19.2% |
| YTD | +30.8% | +1.0% | +29.8% | +27.0% |
| 1Y | +68.6% | +15.1% | +53.5% | +58.4% |
| 3Y | +103.9% | +219.8% | -115.8% | +47.2% |
| 5Y | +20.8% | -28.7% | +49.4% | +6.8% |
| All | +17.0% | -49.7% | +66.8% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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