+23.2%
XBI vs COMP
-32.0%
+55.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.6% |
| 7D | -0.9% | +4.1% | -5.0% | -1.6% |
| 30D | +2.9% | -14.5% | +17.4% | +5.7% |
| 3M | +26.2% | +41.8% | -15.6% | +17.7% |
| 6M | +30.7% | +23.6% | +7.2% | +23.3% |
| YTD | +32.9% | +1.7% | +31.2% | +28.9% |
| 1Y | +72.3% | +12.6% | +59.7% | +62.6% |
| 3Y | +107.2% | +221.9% | -114.7% | +49.2% |
| 5Y | +23.2% | -28.1% | +51.3% | +15.4% |
| All | +23.2% | -32.0% | +55.2% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling