+149.7%
XBI vs COO
+17.0%
+132.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -4.6% | -22.5% | +17.9% | +6.9% |
| 30D | -2.0% | -29.7% | +27.7% | +15.1% |
| 3M | +17.8% | -20.1% | +37.9% | +29.2% |
| 6M | +23.7% | -26.9% | +50.6% | +41.4% |
| YTD | +28.2% | -34.2% | +62.5% | +54.1% |
| 1Y | +64.0% | -21.3% | +85.2% | +78.5% |
| 3Y | +99.4% | -38.7% | +138.1% | +137.3% |
| 5Y | +19.3% | -52.2% | +71.5% | +59.9% |
| All | +149.7% | +17.0% | +132.7% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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