+15.2%
XBI vs COMP
-49.2%
+64.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.7% | -2.6% | +2.1% |
| 7D | +3.2% | +14.5% | -11.4% | +0.6% |
| 30D | +2.0% | +14.9% | -12.9% | -0.8% |
| 3M | -0.3% | -14.2% | +13.9% | +1.9% |
| 6M | +16.6% | +23.7% | -7.2% | +10.6% |
| YTD | +28.8% | +2.1% | +26.7% | +24.3% |
| 1Y | +44.6% | +26.2% | +18.4% | +33.9% |
| 3Y | +137.1% | +470.9% | -333.8% | +53.6% |
| 5Y | +22.8% | -14.0% | +36.8% | +4.7% |
| All | +15.2% | -49.2% | +64.5% | +7.2% |
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