+11.8%
XBI vs COMP
-52.0%
+63.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.7% | -8.2% | +0.6% |
| 7D | -2.4% | +13.4% | -15.9% | -4.7% |
| 30D | +1.3% | +11.1% | -9.8% | -0.9% |
| 3M | -1.5% | -18.8% | +17.4% | +1.7% |
| 6M | +10.7% | +10.5% | +0.2% | +7.1% |
| YTD | +25.0% | -3.4% | +28.4% | +21.8% |
| 1Y | +39.9% | +19.7% | +20.2% | +30.7% |
| 3Y | +119.2% | +381.6% | -262.4% | +46.6% |
| 5Y | +16.6% | -17.6% | +34.2% | +0.2% |
| All | +11.8% | -52.0% | +63.7% | +5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling