+20.3%
XBI vs COMP
-47.7%
+68.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.4% |
| 7D | +0.9% | +1.4% | -0.5% | +0.6% |
| 30D | +7.1% | -13.3% | +20.4% | +9.7% |
| 3M | +22.9% | +41.1% | -18.2% | +14.7% |
| 6M | +29.7% | +17.2% | +12.5% | +23.5% |
| YTD | +34.5% | +5.2% | +29.3% | +29.6% |
| 1Y | +76.1% | +18.9% | +57.1% | +64.5% |
| 3Y | +103.2% | +215.9% | -112.7% | +47.1% |
| 5Y | +22.8% | -31.2% | +54.0% | +9.2% |
| All | +20.3% | -47.7% | +68.0% | +11.8% |
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